A weighted stochastic restricted ridge estimator in partially linear model |
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| Authors: | Jibo Wu Yasin Asar |
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| Institution: | 1. School of Mathematics and Finances, Chongqing University of Arts and Sciences, Chongqing, China;2. Department of Statistics, Necmettin Erbakan University, Konya, Turkey |
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| Abstract: | In this article, we consider the estimation of a partially linear model when stochastic linear restrictions on the parameter components are assumed to hold. Based on the weighted mixed estimator, profile least-squares method, and ridge method, a weighted stochastic restricted ridge estimator of the parametric component is introduced. The properties of the new estimator are also discussed. Finally, a simulation study is given to show the performance of the new estimator. |
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| Keywords: | Multicollinearity Partially linear model Profile least-squares approach Stochastic linear restrictions Weighted mixed estimator |
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