| 摘要: |
| 考虑了部分线性回归模型中回归参数向量估计的问题，提出了具有更好性质的压缩差分估计，并且将SCAD惩罚函数运用到模型中得到SCAD估计，然后通过Monte Carlo模拟了压缩差分估计和SCAD估计的相关结果，并对它们之间的优劣进行了比较. |
| 关键词: 差分估计 局部线性回归模型 SCAD 压缩估计 |
| DOI： |
| 分类号: |
| 基金项目: |
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| SCAD and Improved Difference Estimation of Partially Linear Regression Model |
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GUO Xue mei
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| Abstract: |
| This paper considers the problem of estimating a vector of regression parameters in partially regression model.Differential shrinkage estimator with better properties is proposed.The SCAD penalties are applied to the partially linear regression model.Results of the differential shrinkage estimators and SCAD estimators are simulated by Monte Carlo and compared in strength and weakness. |
| Key words: difference estimation partially linear regression model SCAD shrinkage estimators |
