Tests of regression coefficients under ridge regression models

DOI10.1080/00949650008812006zbMath0966.62042OpenAlexW2137128340MaRDI QIDQ4500670

Mohamed Y. El-Bassiouni, Adel M. Halawa

Publication date: 17 August 2001

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650008812006

zbMATH Keywords

simulationridge regressionleast squares\(t\)-testbiasing factors

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Parametric hypothesis testing (62F03)

Related Items (7)

Multicolinearity and ridge regression: results on type I errors, power and heteroscedasticity ⋮ Performance of some new Liu parameters for the linear regression model ⋮ Addressing the distributed lag models with heteroscedastic errors ⋮ The Almon M-estimator for the distributed lag model in the presence of outliers ⋮ Choice of the ridge factor from the correlation matrix determinant ⋮ Beyond support in two-stage variable selection ⋮ Using Heteroscedasticity-Consistent Standard Errors for the Linear Regression Model with Correlated Regressors

Uses Software

• lmridge

Cites Work

• Bounds of the F-ratio incorporating the ordinary ridge regression estimator
• The sampling distribution of shrinkage estimators and their F-ratios in the regression model
• Ridge Regression: Degrees of Freedom in the Analysis of Variance
• Ridge regression:some simulations
• Classical F-Tests and Confidence Regions for Ridge Regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

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