Difference-based ridge estimator of parameters in partial linear model
Yükleniyor...
Tarih
2010
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Sprınger
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
The paper introduces a new difference-based ridge regression estimator (beta) over cap (k) of the regression parameters beta in the partial linear model. Its mean-squared error is compared analytically with the non-ridge version (beta) over cap (0). Finally, the performance of the new estimator is evaluated for a real data set.
Açıklama
Anahtar Kelimeler
Differencing Estimator, Differencing Matrix, Multicollinearity, Ridge Regression Estimator
Kaynak
Statistical Papers
WoS Q Değeri
N/A
Scopus Q Değeri
Q2
Cilt
51
Sayı
2
