Ridge estimation of a semiparametric regression model (Q1765368)
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scientific article; zbMATH DE number 2137371
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| English | Ridge estimation of a semiparametric regression model |
scientific article; zbMATH DE number 2137371 |
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Ridge estimation of a semiparametric regression model (English)
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23 February 2005
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Consider the semiparametric regression model \[ l_i=A_iTX+s(t_i)+\Delta_i,\quad i=1,2,\dots,n. \] Firstly, ridge estimators are attained without a restrained design matrix. Secondly, the ridge estimator will be compared with two steps estimation under mean square error and some conditions in which the former excels the latter are given. Finally, the validity and feasibility of the method are illustrated by a simulation example.
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Semiparametric regression model
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Ridge estimation
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Two steps estimation
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Mean square error
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0.9212681651115416
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0.870222806930542
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0.8552038073539734
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0.8498263359069824
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0.8430180549621582
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