تطبيق أنموذج المؤشر المنفرد شبه المعلمي على بيانات كمية المنتجات النفطية البيضاء

الملخص EN

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(R^2, AIC, BIC), 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