Efficiency of the generalized restricted difference-based almost unbiased ridge estimator in partially linear model

In this paper, the generalized restricted difference-based almost unbiased ridge estimator in partially linear model is presented, when it is supposed that the regression parameters may be restricted to a subspace and compare the proposed estimators in the sense of the quadratic bias and scalar mean squared error criteria. Finally, a simulation study is given to explain the performances of the estimators.

Automated summary

This paper presents the generalized restricted difference-based almost unbiased ridge estimator in partially linear model, considering the possibility of restriction of the regression parameters to a subspace, and compares the proposed estimators using the quadratic bias and scalar mean squared error criteria. Finally, a simulation study is conducted to explain the performances of the estimators.