Difference-based ridge estimator of parameters in partial linear model

Tabakan, GülinAkdeniz, Fikri13.07.20192019-07-2913.07.20192019-07-2920100932-50261613-9798https://doi.org/10.1007/s00362-008-0192-6https://hdl.handle.net/20.500.12451/5617The 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.eninfo:eu-repo/semantics/openAccessDifferencing EstimatorDifferencing MatrixMulticollinearityRidge Regression EstimatorDifference-based ridge estimator of parameters in partial linear modelArticle51235736810.1007/s00362-008-0192-6Q2WOS:000279486900012N/A