Some Modifications for Choosing Ridge Parameters

DOI10.1080/03610920600762905zbMath1112.62066OpenAlexW2016625818MaRDI QIDQ3424224

M. A. Alkhamisi, Ghadban Khalaf, Ghazi Shukur

Publication date: 15 February 2007

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920600762905

zbMATH Keywords

Monte Carlo simulationsridge regressionmulticollinearity

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Statistical tables (62Q05)

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Cites Work

• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A simulation study of ridge and other regression estimators
• Performance of some new preliminary test ridge regression estimators and their properties
• Choosing Ridge Parameter for Regression Problems
• Performance of Some New Ridge Regression Estimators
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems

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