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Liu Estimator in Semiparametric Partially Linear Varying Coefficient Models | Li | International Journal of Statistics and Probability | CCSE

DOI: 10.5539/ijsp.v8n6p69

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Abstract:

This paper considers biased estimation for partially linear varying coefficient model to overcome the problem of multicollinearity. By the Liu estimation approach, we construct a profile Liu estimator for the constant coefficients. Furthermore, a restricted profile-Liu estimator is proposed for the situation that some additional linear restrictions are available. The properties of the proposed estimators are investigated

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