Journal of Jishou University(Natural Sciences Edition) ›› 2022, Vol. 43 ›› Issue (4): 1-6.DOI: 10.13438/j.cnki.jdzk.2022.04.001

• Mathematics •     Next Articles

Liu Estimation in Partially Linear Varying Coefficient Models

AN Bailing,LU Qi,MA Ning   

  1. (School of Mathematics,Huaibei Normal University,Huaibei 235000,Anhui China)
  • Online:2022-07-25 Published:2022-10-28

Abstract: This paper considers the biased estimators on the parameter components in partially linear varying coefficient model.Based on the Profile least-square approach and Liu estimation method,we propose Profile-Liu estimator and section least-square general Liu estimator for the parametric components.We prove that the Profile-Liu estimation is better than the Profile least-square estimation,and the section least-square general Liu estimation is better than the Profile-Liu estimation under certain conditions.

Key words: partially linear varying coefficient model, Liu estimation, Profile least-squares approach, multicollinearity

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