Penalty Strategies in Semiparametric Regression Models

Round 1

Reviewer 1 Report

Comments and Suggestions for Authors

see pdf attached

Comments for author File: Comments.pdf

Author Response

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Author Response File: Author Response.pdf

Reviewer 2 Report

Comments and Suggestions for Authors

Review of "Penalty Strategies in Semiparametric Regression Models"

This paper presents a comprehensive study on the application of various penalized regression techniques, including Ridge, Lasso, Adaptive Lasso (aLasso), smoothly clipped absolute deviation (SCAD), ElasticNet, and minimax concave penalty (MCP), within the context of Partially Linear Regression Models (PLRMs). The authors further explore Stein-type shrinkage estimation to address challenges related to multicollinearity and sparse model estimation. The paper combines theoretical analysis with empirical investigations using simulations and a real-world dataset. This paper presents a valuable contribution to the field of semiparametric regression. With the recommended revisions, particularly regarding figure quality, this paper would be a valuable addition to the literature.

- The paper effectively compares a wide range of penalty estimation strategies, providing valuable insights into their relative performance.
- The analysis conducted throughout the paper demonstrates a solid understanding of the methods and their application to PLRMs.
- The use of the Hitters dataset to illustrate the practical application of the methods is a significant strength, providing real-world relevance to the findings.
- The conclusions drawn from the study are well-supported by the empirical and theoretical analysis. The finding that aLasso and shrinkage estimators, particularly positive shrinkage, exhibit superior performance in the presence of multicollinearity is significant.

Suggestions for improvement:
- Figures 1, 2, and 3 are of poor quality. It is strongly recommended that the authors replace these with high-quality illustrations in vector graphics to ensure clarity and professional presentation.
- Section 7, which details the simulation study, would benefit from a more detailed explanation of the Monte Carlo method employed. Specifically, the authors should add 2-3 sentences explaining the method used in simulations.

Typographical errors:
- Line 65 exhibits a lack of space sign. 
- Line 591 contains additional spaces before coma. 

Author Response

Please see the attachment.

Author Response File: Author Response.pdf

Round 2

Reviewer 1 Report

Comments and Suggestions for Authors

no more comments

Reviewer 2 Report

Comments and Suggestions for Authors

I accept the paper in the present form.