Almost Unbiased Ridge Estimation of Semi-varying Coefficient Model
Cao Lianying;Wang Lei;Zhang Bo;Xu Wenke;School of Science, Northeast Forestry University;
This paper studies the estimation problem of semi-varying coefficient model with multi-collinearity. Based on profile least square method, the paper gives the almost unbiased ridge estimation of semi-varying coefficient model, and proves that the almost unbiased ridge estimation is superior to ridge estimation in the sense of deviation and mean square error. And finally the paper uses a numerical example to illustrate the validity and feasibility of almost unbiased ridge estimation.
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