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Emami H. Ridge stochastic restricted estimators in semiparametric linear measurement error models. JIRSS. 2017; 18 (1)
URL: http://jirss.irstat.ir/article-1-442-fa.html
Ridge stochastic restricted estimators in semiparametric linear measurement error models. پژوهشنامه انجمن آمار ایران. 1396; 18 (1)

URL: http://jirss.irstat.ir/article-1-442-fa.html


چکیده:   (337 مشاهده)

In this article we consider the stochastic restricted ridge estimation in semipara-
metric linear models when the covariates are measured with additive errors. The
development of penalized corrected likelihood method in such model is the ba-
sis for derivation of ridge estimates. The asymptotic normality of the resulting
estimates are established. Also, necessary and sufficient conditions, for the su-
periority of the proposed estimator over its counterpart, for selecting the ridge
parameter k are obtained. A Monte Carlo simulation study is also performed
to illustrate the finite sample performance of the proposed procedures. Finally
theoretical results are applied to Egyptian pottery Industry data set.

     
نوع مطالعه: Original Paper | موضوع مقاله: 62Jxx: Linear inference, regression
دریافت: ۱۳۹۶/۴/۲۹ | پذیرش: ۱۳۹۶/۱۱/۱۶

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