References
- Härdle , W. , Liang , H. and Gao , J. 2000 . Partially Linear Models , Heidelberg : Springer .
- Engle , R. F. , Granger , C. W.J. , Rice , J. and Weiss , A. 1986 . Semiparametric estimates of the relation between weather and electricity sales . J. Amer. Statist. Assoc , 81 : 310 – 320 . (doi:10.1080/01621459.1986.10478274)
- Heckman , N. E. 1986 . Spline smoothing in partly linear models . J. Roy. Statist. Soc. Ser. B , 48 : 244 – 248 .
- Rice , J. A. 1986 . Convergence rates for partially splined models . Statist. Probab. Lett , 4 : 203 – 208 . (doi:10.1016/0167-7152(86)90067-2)
- Robinson , P. M. 1988 . Root-n-consistent semiparametric regression . Econometrica , 56 : 931 – 954 . (doi:10.2307/1912705)
- Speckman , P. 1988 . Kernel smoothing in partial linear models . J. Roy. Statist. Soc. Ser. B , 50 : 413 – 436 .
- Cuzick , J. 1992 . Semiparametric additive regression . J. Roy. Satist. Soc. Ser , 54 : 831 – 843 .
- Severini , T. A. and Staniswalis , J. G. 1994 . Quasi-likelihood estimation in semiparametric models . J. Amer. Statist. Assoc , 89 : 501 – 511 . (doi:10.1080/01621459.1994.10476774)
- Carroll , R. J. , Fan , J. Q. , Gijbels , I. and Wand , M. P. 1997 . Generalized partially linear single-index models . J. Amer. Statist. Assoc , 92 : 477 – 489 . (doi:10.1080/01621459.1997.10474001)
- Hamilton , S. A. and Truong , Y. K. 1997 . Local linear estimation in partly linear models . J. Multivar. Anal , 60 : 1 – 19 . (doi:10.1006/jmva.1996.1642)
- Yatchew , A. 1997 . An elemantary estimator of the partial linear model . Econ. Lett , 57 : 135 – 143 . (doi:10.1016/S0165-1765(97)00218-8)
- Yatchew , A. 2003 . “ Semiparametric Regression for the Applied Econometrican ” . Cambridge : Cambridge University Press .
- Belsley , D. A. , Kuh , E. and Welsch , R. E. 2004 . Regression Diagnostics: Identifying Influential Data and Sources of Collinearity , NY : Wiley .
- Marquardt , D. W. 1970 . Generalized inverses, ridge regression, biased linear estimation and nonlinear estimation . Technometrics , 12 : 591 – 612 . (doi:10.2307/1267205)
- O'brien , R. M. 2007 . A caution regarding rules of thumb for variance inflation factors . Qual. Quant , 41 ( 5 ) : 673 – 690 . (doi:10.1007/s11135-006-9018-6)
- Neter , J. , Kutner , M. H. , Nachtsheim , C. J. and Wasserman , W. 1990 . Applied Linear Statistical Models , 4 , Chicago, IL : Irwin .
- Alin , A. 2010 . Multicollinearity . Wiley, NY, WIREs Comput. Statist , 2 : 370 – 374 .
- Hoerl , A. E. and Kennard , R. W. 1970 . Ridge regression: Biased estimation for nonorthogonal problems . Technometrics , 12 : 55 – 67 . (doi:10.1080/00401706.1970.10488634)
- Hoerl , A. E. , Kennard , R. W. and Baldwin , K. F. 1975 . Ridge regression: Some simulation . Commun. Statist , 4 : 105 – 123 . (doi:10.1080/03610927508827232)
- Gunst , R. F. and Mason , R. L. 1977 . Biased estimation in regression: An evaluation using mean squared error . J. Amer. Statist. Assoc , 72 : 616 – 628 . (doi:10.1080/01621459.1977.10480625)
- Massy , W. F. 1965 . Principal component regression in explanatory statistical research . J. Amer. Statist. Assoc , 60 : 234 – 256 . (doi:10.1080/01621459.1965.10480787)
- Wold , H. 1966 . “ Estimation of Principal Components and Related Models by Iterative Least Squares ” . In Multivariate Analysis , Edited by: Krishnaiah , P. R. 391 – 420 . New York : Academic Press .
- Liu , K. J. 1993 . A new class of biased estimate in linear regression . Commun. Statist. Theory Methods , 22 ( 2 ) : 393 – 402 . (doi:10.1080/03610929308831027)
- Liu , K. J. 2003 . Using Liu type estimator to combat multicollinearity . Commun. Statist. Theory Methods , 32 ( 5 ) : 1009 – 1020 . (doi:10.1081/STA-120019959)
- Tabakan , G. and Akdeniz , F. 2010 . Difference-based ridge estimator of parameters in partial linear model . Statist. Papers , 51 ( 2 ) : 357 – 368 . (doi:10.1007/s00362-008-0192-6)
- Yatchew , A. 2000 . Scale economies in electricity distribution: A semiparametric analysis . J. Appl. Econometrics , 15 ( 2 ) : 187 – 210 . (doi:10.1002/(SICI)1099-1255(200003/04)15:2<187::AID-JAE548>3.0.CO;2-B)
- Eubank , R. L. , Kambour , E. L. , Kim , J. T. , Klipple , K. , Reese , C. S. and Schimek , M. G. 1998 . Estimation in partially linear models . Comput. Statist. Data Anal , 29 : 27 – 34 . (doi:10.1016/S0167-9473(98)00054-1)
- Klipple , K. and Eubank , R. L. Difference based variance estimators for partially linear models. Festschrift in honor of Distinguished Professor Mir Masoom Ali on the occasion of his retirement. . May 18–19, 2007, pp. 313–323. Available at http://dumbach.iweb.bsu.edu/AliConference/papers/File35_Eubank.pdf.
- Przystalski , M. and Krajewski , P. 2007 . Constrained estimator of treatment parameters in semiparametric models . Statist. Probab. Lett , 77 : 914 – 919 . (doi:10.1016/j.spl.2006.12.013)
- Ahmed , S. E. , Doksum , K. A. , Hossain , J. and You , J. 2007 . Shrinkage, pretest and absolute penalty estimators in partially linear models . Austral. New Zealand J. Statist , 49 ( 4 ) : 435 – 454 . (doi:10.1111/j.1467-842X.2007.00493.x)
- Mallows , C. L. 1973 . Some comments on Cp . Technometrics , 15 : 661 – 675 .
- Mcdonald , G. C. and Galarneau , D. I. 1975 . A Monte Carlo evaluation of some ridge-type estimators . J. Amer. Statist. Assoc , 70 : 407 – 416 . (doi:10.1080/01621459.1975.10479882)
- Lawless , J. F. and Wang , P. 1976 . A simulation study of ridge and other regression estimators . Commun. Statist. Theory Methods A , 5 : 307 – 323 . (doi:10.1080/03610927608827353)
- Lawless , J. F. 1978 . Ridge and related estimation procedure . Commun. Statist. Theory Methods A , 7 : 139 – 164 . (doi:10.1080/03610927808827609)
- Kibria , B. M.G. 1996 . On preliminary test ridge regression estimators for linear restriction in a regression model with non-normal disturbances . Commun. Statist. Theory Methods Ser. A , 25 : 2349 – 2369 . (doi:10.1080/03610929608831843)
- Belsley , D. A. 1991 . Conditioning Diagnostics: Collinearity and Weak Data in Regression , New York : Wiley Series .
- Rao , C. R. and Toutenburg , H. 1995 . “ Linear Models: Least Squares and Alternatives ” . New York : Springer .
- Bianco , A. and Boente , G. 2004 . Robust estimators in semiparametric partly linear regression models, . J. Statist. Plann. Inference , 122 : 229 – 252 . (doi:10.1016/j.jspi.2003.06.007)