A stochastic restricted ridge regression estimator in partially linear varying coefficient models

zbMATH Open1399.62122MaRDI QIDQ3175877FDOQ3175877

Jie Wei, Chuan-Hua Wei, Chao Liu

Publication date: 18 July 2018

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zbMATH Keywords

multicollinearitypartially linear varying coefficient modelmixed regression estimatorridge estimatorprofile least squares approachstochastic linear restriction

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

Cited In (1)

• A stochastic restricted ridge regression estimator

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