This research includes the study of dual data models with mixed random parameters, which contain two types of parameters, the first is random and the other is fixed. For the random parameter, it is obtained as a result of differences in the marginal tendencies of the cross sections, and for the fixed parameter, it is obtained as a result of differences in fixed limits, and random errors for each section. Accidental bearing the characteristic of heterogeneity of variance in addition to the presence of serial correlation of the first degree, and the main objective in this research is the use of efficient methods commensurate with the paired data in the case of small samples, and to achieve this goal, the feasible general least squa

       In recent years, the attention of researchers has increased of semi-parametric regression models, because it is possible to integrate the parametric and non-parametric regression models in one and then form a regression model has the potential to deal with the cruse of dimensionality in non-parametric models that occurs through the increasing of explanatory variables. Involved in the analysis and then decreasing the accuracy of the estimation. As well as the privilege of this type of model with flexibility in the application field compared to the parametric models which comply with certain conditions such as knowledge of the distribution of errors or the parametric models may

This deals with estimation of Reliability function and one shape parameter (?) of two- parameters Burr – XII , when ?(shape parameter is known) (?=0.5,1,1.5) and also the initial values of (?=1), while different sample shze n= 10, 20, 30, 50) bare used. The results depend on empirical study through simulation experiments are applied to compare the four methods of estimation, as well as computing the reliability function . The results of Mean square error indicates that Jacknif estimator is better than other three estimators , for all sample size and parameter values

In this study, we focused on the random coefficient estimation of the general regression and Swamy models of panel data. By using this type of data, the data give a better chance of obtaining a better method and better indicators. Entropy's methods have been used to estimate random coefficients for the general regression and Swamy of the panel data which were presented in two ways: the first represents the maximum dual Entropy and the second is general maximum Entropy in which a comparison between them have been done by using simulation to choose the optimal methods.

The results have been compared by using mean squares error and mean absolute percentage error to different cases in term of correlation valu

In this research, some robust non-parametric methods were used to estimate the semi-parametric regression model, and then  these methods were compared using the MSE comparison criterion, different sample sizes, levels of variance, pollution rates, and three different models were used. These methods are S-LLS S-Estimation -local smoothing, (M-LLS)M- Estimation -local smoothing, (S-NW) S-Estimation-NadaryaWatson Smoothing, and (M-NW) M-Estimation-Nadarya-Watson Smoothing.

The results in the first model proved that the (S-LLS) method was the best in the case of large sample sizes, and small sample sizes showed that the

This paper study two stratified quantile regression models of the marginal and the conditional varieties. We estimate the quantile functions of these models by using two nonparametric methods of smoothing spline (B-spline) and kernel regression (Nadaraya-Watson). The estimates can be obtained by solve nonparametric quantile regression problem which means minimizing the quantile regression objective functions and using the approach of varying coefficient models. The main goal is discussing the comparison between the estimators of the two nonparametric methods and adopting the best one between them

Generalized Additive Model has been considered as a multivariate smoother that appeared recently in Nonparametric Regression Analysis. Thus, this research is devoted to study the mixed situation, i.e. for the phenomena that changes its behaviour from linear (with known functional form) represented in parametric part, to nonlinear (with unknown functional form: here, smoothing spline) represented in nonparametric part of the model. Furthermore, we propose robust semiparametric GAM estimator, which compared with two other existed techniques.

This study discussed a biased estimator of the Negative Binomial Regression model known as (Liu Estimator), This estimate was used to reduce variance and overcome the problem Multicollinearity between explanatory variables, Some estimates were used such as Ridge Regression and Maximum Likelihood Estimators, This research aims at the theoretical comparisons between the new estimator (Liu Estimator) and the estimators

 A mixture model is used to model data that come from more than one component. In recent years, it became an effective tool in drawing inferences about the complex data that we might come across in real life. Moreover, it can represent a tremendous confirmatory tool in classification observations based on similarities amongst them. In this paper, several mixture regression-based methods were conducted under the assumption that the data come from a finite number of components. A comparison of these methods has been made according to their results in estimating component parameters. Also, observation membership has been inferred and assessed for these methods. The results showed that the flexible mixture model outperformed the others