Title : ( Shrinkage ridge regression in partial linear models )
Authors: Mahdi Roozbeh , Mohammad Arashi ,
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Abstract
In 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.
@article{paperid:1082637,
author = {Mahdi Roozbeh and Arashi, Mohammad},
title = {Shrinkage ridge regression in partial linear models},
journal = {Communications in Statistics - Theory and Methods},
year = {2016},
volume = {45},
number = {20},
month = {October},
issn = {0361-0926},
pages = {6022--6044},
numpages = {22},
keywords = {Linear restriction; Multicollinearity; Positive-rule shrinkage; Partial linear model; Ridge regression; Stein-type shrinkage.},
}
%0 Journal Article
%T Shrinkage ridge regression in partial linear models
%A Mahdi Roozbeh
%A Arashi, Mohammad
%J Communications in Statistics - Theory and Methods
%@ 0361-0926
%D 2016
