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

MaRDI QIDQ3175877zbMATH OpenFDO

Authors Chao Liu, Jie Wei, Chuan-Hua Wei

Publication date 18 July 2018

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)

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(6)

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• A stochastic restricted ridge regression estimator
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• Improvement of weighted mixed Profile-Liu estimator in partially linear varying-coefficient model
• Uncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errors

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