On the performance of some ridge estimators in partially linear models with heteroskedastic and autocorrelated errors

This paper is concerned with a partially linear regression model with unknown regression coefficients,an unknown nonparametric function for the nonlinear component with correlated and uncorrelated random errors. the estimation of covariance matrices of parameter estimates are modeled by newey-west heteroscedasticity and autocorrelation consistent estimator when the errors are dependent. real and simulated data sets are utilized to demonstrate the performance of the biased estimators. © 2015 pakistan journal of statistics.