Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion
M Roozbeh - Computational Statistics & Data Analysis, 2018 - Elsevier
Multicollinearity among the predictor variables is a serious problem in regression analysis.
There are some classes of biased estimators for solving the problem in statistical literature …
There are some classes of biased estimators for solving the problem in statistical literature …
[HTML][HTML] Optimal partial ridge estimation in restricted semiparametric regression models
This paper is concerned with the ridge estimation of the parameter vector β in partial linear
regression model yi= xi β+ f (ti)+ ϵ i, 1≤ i≤ n, with correlated errors, that is, when Cov (ϵ) …
regression model yi= xi β+ f (ti)+ ϵ i, 1≤ i≤ n, with correlated errors, that is, when Cov (ϵ) …
Generalized difference-based weighted mixed almost unbiased ridge estimator in partially linear models
In this paper, a generalized difference-based estimator is introduced for the vector
parameter β β in partially linear model when the errors are correlated. A generalized …
parameter β β in partially linear model when the errors are correlated. A generalized …
[HTML][HTML] Feasible ridge estimator in partially linear models
In a partial linear model, some non-stochastic linear restrictions are imposed under a
multicollinearity setting. Semiparametric ridge and non-ridge type estimators, in a restricted …
multicollinearity setting. Semiparametric ridge and non-ridge type estimators, in a restricted …
Robust ridge estimator in restricted semiparametric regression models
M Roozbeh - Journal of Multivariate Analysis, 2016 - Elsevier
In this paper, ridge and non-ridge type estimators and their robust forms are defined in the
semiparametric regression model when the errors are dependent and some non-stochastic …
semiparametric regression model when the errors are dependent and some non-stochastic …
Performance of Kibria's methods in partial linear ridge regression model
M Arashi, T Valizadeh - Statistical Papers, 2015 - Springer
This paper considers several estimators for estimating the biasing parameter in the study of
partial linear models in the presence of multicollinearity. After exhibiting the MSE of ridge …
partial linear models in the presence of multicollinearity. After exhibiting the MSE of ridge …
Shrinkage ridge regression in partial linear models
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 …
coefficient vector in a partial linear model. The differencing approach is used to enjoy the …
Efficiency of the generalized-difference-based weighted mixed almost unbiased two-parameter estimator in partially linear model
In this paper, a generalized difference-based estimator is introduced for the vector
parameter β in partially linear model when the errors are correlated. A generalized …
parameter β in partially linear model when the errors are correlated. A generalized …
Efficiency of the generalized difference-based Liu estimators in semiparametric regression models with correlated errors
In this paper, a generalized difference-based estimator is introduced for the vector
parameter β in the semiparametric regression model when the errors are correlated. A …
parameter β in the semiparametric regression model when the errors are correlated. A …
Shrinkage and penalized estimation in semi-parametric models with multicollinear data
B Yüzbaşı, S Ejaz Ahmed - Journal of Statistical Computation and …, 2016 - Taylor & Francis
In this paper, we consider estimation techniques based on ridge regression when the matrix
X⊤ X appears to be ill-conditioned in the partially linear model using kernel smoothing …
X⊤ X appears to be ill-conditioned in the partially linear model using kernel smoothing …