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Shrinkage ridge regression in partial linear models |
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| Authors: | Mahdi Roozbeh Mohammad Arashi |
| Institution: | 1. Department of Statistics, Faculty of Mathematics, Statistics and Computer Sciences, Semnan University, Semnan, Iranm.roozbeh.stat@gmail.com mahdi.roozbeh@profs.semnan.ac.ir;3. Department of Statistics, School of Mathematical Sciences, Shahrood University of Technology, Shahrood, Iran |
| Abstract: | ABSTRACTIn this paper, shrinkage ridge estimator and its positive part are defined for the regression coefficient vector in a partial linear model. The differencing approach is used to enjoy the ease of parameter estimation after removing the non parametric part of the model. The exact risk expressions in addition to biases are derived for the estimators under study and the region of optimality of each estimator is exactly determined. The performance of the estimators is evaluated by simulated as well as real data sets. |
| Keywords: | Linear restriction Multicollinearity Positive-rule shrinkage Partial linear model Ridge regression Stein-type shrinkage |