Ridge Stochastic Restricted Estimators in Semiparametric Linear Measurement Error Models

Author

Department of Statistics, University of Zanjan, Zanjan, Iran

10.29252/jirss.17.2.9

Abstract

‎In this article we consider the stochastic restricted ridge estimation in semiparametric linear models when the covariates are measured with additive errors‎. ‎The development of penalized corrected likelihood method in such model is the basis for derivation of ridge estimates‎. ‎The asymptotic normality of the resulting estimates are established‎. ‎Also‎, ‎necessary and sufficient conditions‎, ‎for the superiority 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.

Keywords

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Volume 17, Issue 2
December 2018
Pages 181-203
  • Receive Date: 23 July 2022
  • Revise Date: 13 May 2024
  • Accept Date: 23 July 2022