Efficiency of the generalized restricted difference-based almost unbiased ridge estimator in partially linear model

被引:0
|
作者
Wu, Jibo [1 ]
机构
[1] Chongqing Univ Arts & Sci, Sch Math & Big Data, Chongqing 402160, Peoples R China
关键词
Ridge estimator; mean squared error; linear restriction; PERFORMANCE;
D O I
10.1080/03610926.2020.1764041
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, the generalized restricted difference-based almost unbiased ridge estimator in partially linear model is presented, when it is supposed that the regression parameters may be restricted to a subspace and compare the proposed estimators in the sense of the quadratic bias and scalar mean squared error criteria. Finally, a simulation study is given to explain the performances of the estimators.
引用
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页码:1403 / 1412
页数:10
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