A weighted stochastic restricted ridge estimator in partially linear model
Küçük Resim Yok
Tarih
2017
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Taylor & Francis Inc
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
In this article, we consider the estimation of a partially linear model when stochastic linear restrictions on the parameter components are assumed to hold. Based on the weighted mixed estimator, profile least-squares method, and ridge method, a weighted stochastic restricted ridge estimator of the parametric component is introduced. The properties of the new estimator are also discussed. Finally, a simulation study is given to show the performance of the new estimator.
Açıklama
Anahtar Kelimeler
Multicollinearity, Partially Linear Model, Profile Least-Squares Approach, Stochastic Linear Restrictions, Weighted Mixed Estimator
Kaynak
Communications In Statistics-Theory And Methods
WoS Q Değeri
Q4
Scopus Q Değeri
Q3
Cilt
46
Sayı
18
