应用数学2017，Vol.30Issue(4)：774-779,6.
部分线性变系数模型的随机约束岭估计
A Stochastic Restricted Ridge Regression Estimator in Partially Linear Varying Coefficient Models
摘要
Abstract
As a generalization of varying coefficient model and partially linear model,partially linear varying coefficient model has attracted more and more attention in recent years.This paper considers estimation of the semiparametric model when the covariates in the linear part are suffered with multicollinearity and some additional stochastic linear restrictions on the parametric component are available.Based on the profile least-squares approach,ridge regression and mixed regression method,we propose a profile mixed estimator for the parametric component,and give its asymptotic properties.Finally,some simulation studies are conducted to illustrate the proposed procedure and the results are satisfactory.关键词
部分线性变系数模型/多重共线性/随机线性约束/Profile最小二乘方法/混合估计/岭估计Key words
Partially linear varying coefficient model/Multicollinearity/Stochastic linear restriction/Profile least-squares approach/Mixed regression estimator/Ridge estimator分类
数理科学引用本文复制引用
刘超,韦杰,魏传华..部分线性变系数模型的随机约束岭估计[J].应用数学,2017,30(4):774-779,6.基金项目
国家自然科学基金项目(11301565),安徽省高等学校自然科学研究一般项目(KJ2014B13) （11301565）
