Difference-based ridge-type estimator of parameters in restricted partial linear model with correlated errors

作者：Wu Jibo^*

来源：SpringerPlus, 2016, 5(1): 178.

DOI：10.1186/s40064-018-1814-4

• Differencing estimator
• Multicollinearity
• Linear equality restrictions
• Partial linear model
• Ridge estimator

In this article, a generalized difference-based ridge estimator is proposed for the vector parameter in a partial linear model when the errors are dependent. It is supposed that some additional linear constraints may hold to the whole parameter space. Its mean-squared error matrix is compared with the generalized restricted difference-based estimator. Finally, the performance of the new estimator is explained by a simulation study and a numerical example.

• 出版日期2016-2-25
• 单位重庆大学