ALMOST UNBIASED RIDGE ESTIMATORS IN A SEMIPARAMETRIC REGRESSION MODEL
半参数回归模型的几乎无偏岭估计

A semiparametric regression model is considered, and the almost unbiased ridge estimators (AURR) of both parameters and nonparameters is introduced without a restrained design matrix. The AURR is compared with ridge estimator (RR) under a mean square error (MSE), the result shows that the former excels the latter, and the optimal value for the biased parameter is established by minimum MSE. The validity and feasibility of AURR are demonstrated by a simulation example.