Improved ridge estimators in a linear regression model

DOI10.1080/02664763.2012.740623OpenAlexW1977871022MaRDI QIDQ5128900

Zhenfeng Yu, Feng Gao, Xu-Qing Liu

Publication date: 26 October 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2012.740623

zbMATH Keywords

singular value decompositionlinear regressionMSEPRESSimproved ridge estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (5)

On a generalization of the test of endogeneity in a two stage least squares estimation ⋮ A note about the corrected VIF ⋮ A Geometrical Interpretation of Collinearity: A Natural Way to Justify Ridge Regression and Its Anomalies ⋮ Application of ridge regression and factor analysis in design and production of alloy wheels ⋮ A two-stage bridge estimator for regression models with endogeneity based on control function method

Cites Work

• Improved Liu estimator in a linear regression model
• Linearized Ridge Regression Estimator in Linear Regression
• Linearized Ridge Regression Estimator Under the Mean Squared Error Criterion in a Linear Regression Model
• Adjustive Liu-Type Estimators in Linear Regression Models
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A new class of blased estimate in linear regression
• The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
• A Prediction-Oriented Criterion for Choosing the Biasing Parameter in Liu Estimation
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems
• Mean Square Error of Prediction as a Criterion for Selecting Variables

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