Restricted Ridge Estimators of the Parameters in Semiparametric Regression Model |
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Authors: | F[idot]kr[idot] Akden[idot]z Gül[idot]n Tabakan |
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Affiliation: | 1. Department of Statistics , ?ukurova University , Adana, Turkey akdeniz@cu.edu.tr;3. Department of Statistics , ?ukurova University , Adana, Turkey |
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Abstract: | In this article, we introduce a ridge estimator for the vector of parameters β in a semiparametric model when additional linear restrictions on the parameter vector are assumed to hold. We also obtain the semiparametric restricted ridge estimator for the parametric component in the semiparametric regression model. The ideas in this article are illustrated with a data set consisting of housing prices and through a comparison of the performances of the proposed and related estimators via a Monte Carlo simulation. |
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Keywords: | GCV criterion Lagrange function Restricted estimation Ridge regression Semiparametric regression model Smoother matrix |
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