Abstract
The paper introduces a new difference-based ridge regression estimator \({\hat{\beta}(k)}\) of the regression parameters β in the partial linear model. Its mean-squared error is compared analytically with the non-ridge version \({\hat{\beta}(0)}\) . Finally, the performance of the new estimator is evaluated for a real data set.
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Tabakan, G., Akdeniz, F. Difference-based ridge estimator of parameters in partial linear model. Stat Papers 51, 357–368 (2010). https://doi.org/10.1007/s00362-008-0192-6
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DOI: https://doi.org/10.1007/s00362-008-0192-6