Estimate the Partial Linear Model Using Wavelet and Kernel Smoothers
DOI:
https://doi.org/10.33095/jeas.v26i119.1892Keywords:
إنموذج الانحدار الخطي الجزئي, التمهيد المويجي, التمهيد الخطي الموضعي., Partial Linear Regression Models, Wavelet Smoother, Local Linear Smoother.Abstract
This article aims to estimate the partially linear model by using two methods, which are the Wavelet and Kernel Smoothers. Simulation experiments are used to study the small sample behavior depending on different functions, sample sizes, and variances. Results explained that the wavelet smoother is the best depending on the mean average squares error criterion for all cases that used.
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