A weighted stochastic restricted ridge estimator in partially linear model

Jibo Wu and Yasin Asar

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 18, 9274-9283

Abstract: In this article, we consider the estimation of a partially linear model when stochastic linear restrictions on the parameter components are assumed to hold. Based on the weighted mixed estimator, profile least-squares method, and ridge method, a weighted stochastic restricted ridge estimator of the parametric component is introduced. The properties of the new estimator are also discussed. Finally, a simulation study is given to show the performance of the new estimator.

Date: 2017
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DOI: 10.1080/03610926.2016.1206936

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