Ridge-type pretest and shrinkage estimations in partially linear models

Bahadır Yüzbaşı (), S. Ejaz Ahmed and Dursun Aydın
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Bahadır Yüzbaşı: Inonu University
S. Ejaz Ahmed: Brock University
Dursun Aydın: Mugla Sitki Kocman University

Statistical Papers, 2020, vol. 61, issue 2, No 16, 869-898

Abstract: Abstract In this paper, we suggest pretest and shrinkage ridge regression estimators for a partially linear regression model, and compare their performance with some penalty estimators. We investigate the asymptotic properties of proposed estimators. We also consider a Monte Carlo simulation comparison, and a real data example is presented to illustrate the usefulness of the suggested methods.

Keywords: Pretest estimation; Shrinkage estimation; Ridge regression; Smoothing spline; Partially linear model (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1007/s00362-017-0967-8

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