title: Difference-based ridge-type estimator of parameters in restricted partial linear model with correlated errors.
abstract: In this article, a generalized difference-based ridge estimator is proposed for the vector parameter in a partial linear model when the errors are dependent. It is supposed that some additional linear constraints may hold to the whole parameter space. Its mean-squared error matrix is compared with the generalized restricted difference-based estimator. Finally, the performance of the new estimator is explained by a simulation study and a numerical example.
authors.affiliation: School of Mathematics and Finances, Chongqing University of Arts and Sciences, Chongqing, 402160 China ; Key Laboratory of Group & Graph Theories and Applications, Chongqing University of Arts and Sciences, Chongqing, 402160 China.
authors.forename: Jibo
authors.initials: J
authors.lastname: Wu
keywords: Differencing estimator; Linear equality restrictions; Multicollinearity; Partial linear model; Ridge estimator