Comparison of Some Semi-parametric Methods in Partial Linear Single-Index Model

Authors

  • Huda Yahya Ahmed
  • Munaf Yousif Hmood

DOI:

https://doi.org/10.33095/jeas.v27i130.2207

Keywords:

PLSIM, Two-Stage Procedure, MADE, Single Index Model

Abstract

The research dealt with a comparative study between some semi-parametric estimation methods to the Partial linear Single Index Model using simulation. There are two approaches to model estimation two-stage procedure and MADE to estimate this model. Simulations were used to study the finite sample performance of estimating methods based on different Single Index models, error variances, and different sample sizes , and the mean average squared errors were used as a comparison criterion between the methods were used. The results showed a preference for the two-stage procedure depending on all the cases that were used

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Published

2021-12-01

How to Cite

Ahmed, H. Y. and Hmood, M. Y. (2021) “Comparison of Some Semi-parametric Methods in Partial Linear Single-Index Model”, Journal of Economics and Administrative Sciences, 27(130), pp. 170–184. doi: 10.33095/jeas.v27i130.2207.

Issue

Section

Statistical Researches