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A New Kernel Prediction Approach Under Kibria‐Lukman Methodology for Partially Linear Mixed Measurement Error Models

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  • Özge Kuran
  • Seçil Yalaz

Abstract

In this study, we propose a new kernel prediction approach based on the Kibria‐Lukman methodology to reduce the effects of multicollinearity in partially linear mixed measurement error models. The performance of the proposed kernel Kibria‐Lukman estimator/predictor is evaluated and compared with several existing alternatives, including the kernel, kernel ridge, and kernel Liu estimators/predictors, using the matrix mean square error criterion. Furthermore, we examine the asymptotic normality of the proposed method and address the case of an unknown covariance matrix of measurement errors. To support the theoretical findings, both a real earthquake dataset and an extensive Monte Carlo simulation study are analyzed.

Suggested Citation

  • Özge Kuran & Seçil Yalaz, 2025. "A New Kernel Prediction Approach Under Kibria‐Lukman Methodology for Partially Linear Mixed Measurement Error Models," Environmetrics, John Wiley & Sons, Ltd., vol. 36(7), October.
  • Handle: RePEc:wly:envmet:v:36:y:2025:i:7:n:e70045
    DOI: 10.1002/env.70045
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    References listed on IDEAS

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    1. M. Revan Özkale & Funda Can, 2017. "An evaluation of ridge estimator in linear mixed models: an example from kidney failure data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(12), pages 2251-2269, September.
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