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部分线性模型的随机约束岭估计 被引量：6

A Stochastic Restricted Ridge Regression Estimator in Partially Linear Models
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摘要 研究了部分线性回归模型附加有随机约束条件时的估计问题.基于Profile最小二乘方法和混合估计方法提出了参数分量随机约束下的Profile混合估计,并研究了其性质.为了克服共线性问题,构造了参数分量的Profile混合岭估计,并给出了估计量的偏和方差. This paper considers the estimation of a partially linear model when there are stochastic linear restrictions on the parameter components. Based on the profile least-squares approach and mixed regression estimaion, a profile mixed estimator for the parametric com- ponents was proposed and its properties was studied. Furthermore, to overcome the multicollinearity problem, a profile mixed ridge estimator for the parametric components was proposed and its bias and covariance were provided.
作者 魏传华 郭双 王肖南
机构地区 中央民族大学理学院统计学系 中国人民大学统计学院
出处 《数学的实践与认识》 CSCD 北大核心 2014年第13期249-254,共6页 Mathematics in Practice and Theory
基金 国家自然科学基金(11301565) 北京高等学校"青年英才计划"项目(YETP1316) 中国人民大学科学研究基金(中央高校基本科研业务费专项资金资助)项目(14XNH105)
关键词 部分线性模型 多重共线性 随机线性约束 Profile最小二乘估计 混合估计 岭回归估计 Partially linear model Multicollinearity Stochastic linear restrictions Profile least-squares approach Mixed estimator Ridge regression estimator
分类号 O212.1 [理学—概率论与数理统计]
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参考文献14

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同被引文献27

  • 1魏传华,吴喜之.部分线性变系数模型Backfitting估计的渐近性质[J].高校应用数学学报（A辑）,2008,23(2):227-234. 被引量：3
  • 2蓝文英.部分线性可加模型基于backfitting方法的岭估计[J].中央民族大学学报（自然科学版）,2013,22(S1):68-71. 被引量：1
  • 3OPSOMER,J D,RUPPERT, D. A root-n consistent backfitting estimator for semiparametric additive modelling [ J]. Comput. Graph. Statist. 1999, 8:715 - 732.
  • 4LI, Q. Efficient estimation of additive partially linear models[ J]. International Economics Review, 2002, (41) : 1073 - 1092.
  • 5MANZANA,S, ZEROMB, D. Kernel estimation of a partially linearadditive model[ J]. Statistics and Probability Letters, 2005, (72) :313 -322.
  • 6LIU, X, WANG, L, LIANG, H. Estimation and variableselection for semiparametric additive partial linear model[ J ]. StatisticaSinica, 2011, 21 ( 3 ) : 1225 - 1248.
  • 7WEI, C H,LIU,C L. Statistical inference on semiparametric partially Linear additive models[ J ]. Journal of Nonparametric Statistic, 2012,24 ( 4 ) : 809 - 823.
  • 8LIANG,H, THURSTON, S, RUPPERT, D, APANASOVICH, T. Additive partial linear models withmeasurement errors [J]. Biometrika, 2008, (95) :667 -678.
  • 9AKDENZ, F, TABAKAN,G. Restricted ridge estimators of the parameters in semiparametric regression model[ J l. Communications in Statistics-Theory and Methods, 2009,38 ( 11 ) , 1852 - 1869.
  • 10AKDENIZ,FIKRI, DURAN, ESRAAKDENIZ. Liu-type estimator in Smiparametric regression models [ J]. Journal of Statistical Computation and Simulation ,2010,80( 8 ) :853 - 871.

引证文献6

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数学的实践与认识
2014年 第13期

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