We consider a difference based ridge regression estimator and a Liu type estimator of the regression parameters in the partial linear semiparametric regression model, y = Xb + f + e. Both estimators are analysed and compared in the sense of mean-squared error. We consider the case of independent...

We consider a difference based ridge regression estimator and a Liu type estimator of the regression parameters in the partial linear semiparametric regression model, y = Xβ + f + ε. Both estimators are analysed and compared in the sense of mean-squared error. We consider the case of...

In this paper, the cross-validation methods namely the <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$C_{p}$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <msub> <mi>C</mi> <mi>p</mi> </msub> </math> </EquationSource> </InlineEquation>, PRESS and GCV are presented under the multiple linear regression model when multicollinearity exists and additional information imposes restrictions among the parameters that should hold in exact terms. The selection...</equationsource></equationsource></inlineequation>

The purpose of this paper is to introduce a new general Liu-type estimator which includes the ordinary least squares (OLS), ordinary ridge regression (ORR), Liu estimators and some estimators with two biasing parameters as special cases. Also, we investigate the superiority of the new Liu-type...