A weighted stochastic restricted ridge estimator in partially linear model

作者：Wu, Jibo^*; Asar, Yasin

来源：Communications in Statistics - Theory and Methods, 2017, 46(18): 9274-9283.

DOI：10.1080/03610926.2016.1206936

• Multicollinearity
• Partially linear model
• Profile least-squares approach
• Stochastic linear restrictions
• Weighted mixed estimator

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.

• 出版日期2017
• 单位重庆文理学院