Journal of Statistical Computation and Simulation, ( ISI ), Volume (4), No (5), Year (2009-9) , Pages (1-12)

Title : ( Ridge regression methodology in partial linear models with correlated errors )

Authors: Mahdi Roozbeh , M. Arashi , Hossein Ali Niroumand ,

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Abstract

In this article, a generalized restricted difference-based ridge estimator is defined for the vector parameter in a partial linear model when the errors are dependent. It is suspected that some additional linear constraints may hold on to the whole parameter space. The estimator is a generalization of the well-known restricted least-squares estimator and is confined to the (affine) subspace which is generated by the restrictions. The risk functions of the proposed estimators are derived under balanced loss function. Finally, the performance of the new estimators is evaluated by a simulated data set.

Keywords

balanced loss function; differencing estimator; least squares; linear restrictions; partial linear model; ridge estimator
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@article{paperid:1013398,
author = {Roozbeh, Mahdi and M. Arashi and Niroumand, Hossein Ali},
title = {Ridge regression methodology in partial linear models with correlated errors},
journal = {Journal of Statistical Computation and Simulation},
year = {2009},
volume = {4},
number = {5},
month = {September},
issn = {0094-9655},
pages = {1--12},
numpages = {11},
keywords = {balanced loss function; differencing estimator; least squares; linear restrictions; partial linear model; ridge estimator},
}

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%0 Journal Article
%T Ridge regression methodology in partial linear models with correlated errors
%A Roozbeh, Mahdi
%A M. Arashi
%A Niroumand, Hossein Ali
%J Journal of Statistical Computation and Simulation
%@ 0094-9655
%D 2009

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