Performance of the difference-based estimators in partially linear models

被引：8
|
作者：
Tabakan, Gulin [1 ]
机构：
[1] Univ Aksaray, Fac Sci & Letters, Dept Math, TR-68100 Aksaray, Turkey
来源：
STATISTICS | 2013年 / 47卷 / 02期
关键词：
difference-based ridge regression estimator; differencing matrix; Lagrangian function; partially linear model; Primary: 62G08; Secondary: 62J05; 62J07; RIDGE-REGRESSION; BIASED ESTIMATION;
D O I：
10.1080/02331888.2011.592189
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, we consider a commonly used partially linear model. We proposed a restricted difference-based ridge estimator for the vector of parameters in a partially linear model with one smoothing term when additional linear restrictions on the parameter vector are assumed to hold. The ideas in the paper are illustrated in a real data set and in a Monte Carlo simulation study.
引用
收藏
页码：329 / 347
页数：19
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