Application of semi-parametric single index model on the quantitative data of white oil products

Authors

  • أ.م.د. عدي طه رحيم
  • حبيب صفاء قاسم

Abstract

   The Semi-Parametric Single Index Model has been studied and its parameters have been estimated by using The Weighted Average Derivative Estimation Method (WADE) , and The Link function has also been studied by using (Natarajan - Watson) Estimation .

   In the practical side, a practical application have been made on the data of the oil pipeline company and Building the semi-parametric single index model, The best estimate of the model is chosen by using several different types of Kernel functions based on comparative criteria  , The results showed that the best model in the data representation is the semi-parametric single index model (SSIM) in the Quartic function.

Key Word: Semi-Parametric Model, Semi-Parametric Single Index Model Weighted Average Derivative Estimation Method, (Natarajan – Watson) Estimator Kernel function, Bandwidth Parameter, Cross-Validation Criterion .

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Published

2022-04-12

How to Cite

Application of semi-parametric single index model on the quantitative data of white oil products. (2022). Journal of Administration and Economics, 118, 295-308. https://admics.uomustansiriyah.edu.iq/index.php/admeco/article/view/444