Performance of the difference-based estimators in partially linear models
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Tarih
2013
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Erişim Hakkı
info:eu-repo/semantics/embargoedAccess
Özet
In this paper, we consider a commonly used partially linear model. We proposed a restricted difference-based ridge estimator for the vector of parameters ß 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. © 2013 Copyright Taylor and Francis Group, LLC.
Açıklama
Anahtar Kelimeler
Difference-Based Ridge Regression Estimator, Differencing Matrix, Lagrangian Function, Partially Linear Model
Kaynak
Statistics
WoS Q Değeri
N/A
Scopus Q Değeri
Q4
Cilt
47
Sayı
2
