Statistical Papers

, Volume 51, Issue 2, pp 357–368 | Cite as

Difference-based ridge estimator of parameters in partial linear model

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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.

Keywords

Differencing estimator Differencing matrix Multicollinearity Ridge regression estimator 

Mathematics Subject Classification (2000)

62G08 62J07 
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Copyright information

© Springer-Verlag 2008

Authors and Affiliations

  1. 1.Department of Statistics, Faculty of Sciences and LettersÇukurova UniversityAdanaTurkey
  2. 2.Department of Mathematics, Faculty of Sciences and LettersAksaray UniversityAksarayTurkey

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