Principal components regression estimator of the parameters in partially linear models

DOI10.1080/00949655.2016.1151516MaRDI QIDQ5221519zbMATH OpenOpenAlexFDO

Authors Chunling Liu, Shuang Guo, Chuan-Hua Wei

Publication date 1 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2016.1151516

zbMATH Keywords

multicollinearitypartially linear modelsprofile least-squares approachprincipal components regression

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites work

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Cited in

(8)

• Principal component regression under exchangeability
• New restricted Liu estimator in a partially linear model
• Principal components regression and \(r-k\) class predictions in linear mixed models
• Rational (Padé) approximation for estimating the components of the partially-linear regression model
• Calibration and Partial Calibration on Principal Components
• scientific article; zbMATH DE number 5047351 (Why is no real title available?)
• Robust partial residuals estimation in semiparametric partially linear model
• scientific article; zbMATH DE number 1150428 (Why is no real title available?)

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