A new kernel two-parameter prediction under multicollinearity in partially linear mixed measurement error model

被引:0
作者
Yalaz, Secil [1 ]
Kuran, Ozge [1 ]
机构
[1] Dicle Univ, Fac Sci, Dept Stat, TR-21280 Diyarbakir, Turkiye
关键词
Q; Zhu; Partially linear mixed model; measurement error; multicollinearity; kernel ridge prediction; kernel liu prediction; SEMIPARAMETRIC REGRESSION; RIDGE-REGRESSION; ESTIMATOR; ALGORITHM; RECORDS;
D O I
10.1080/02331888.2024.2378301
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
A Partially linear mixed effects model relating a response Y to predictors $ (X,Z,T) $ (X,Z,T) with the mean function $ X<^>{T}\beta +Zb+g(T) $ XT beta+Zb+g(T) is considered in this paper. When the parametric parts' variable X are measured with additive error and there is ill-conditioned data suffering from multicollinearity, a new kernel two-parameter prediction method using the kernel ridge and Liu regression approach is suggested. The kernel two parameter estimator of beta and the predictor of b are derived by modifying the likelihood and Henderson methods. Matrix mean square error comparisons are calculated. We also demonstrate that under suitable conditions, the resulting estimator of beta is asymptotically normal. The situation with an unknown measurement error covariance matrix is handled. A Monte Carlo simulation study, together with an earthquake data example, is compiled to evaluate the effectiveness of the proposed approach at the end of the paper.
引用
收藏
页码:723 / 748
页数:26
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