STATISTICAL PAPERS, vol.61, no.2, pp.869-898, 2020 (SCI-Expanded)
In this paper, we suggest pretest and shrinkage ridge regression estimators for a partially linear regression model, and compare their performance with some penalty estimators. We investigate the asymptotic properties of proposed estimators. We also consider a Monte Carlo simulation comparison, and a real data example is presented to illustrate the usefulness of the suggested methods.