Ridge Regression – A Simulation Study
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Publication:5481738
DOI10.1080/03610910600716811zbMath1093.62070OpenAlexW2015145027MaRDI QIDQ5481738
Publication date: 10 August 2006
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610910600716811
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Monte Carlo methods (65C05)
Related Items (10)
The modified Liu-ridge-type estimator: a new class of biased estimators to address multicollinearity ⋮ Bayesian estimation of the biasing parameter for ridge regression: A novel approach ⋮ A novel characteristic value correction iteration method ⋮ Graphical evaluation of the ridge-type robust regression estimators in mixture experiments ⋮ Performance of Kibria's Method for the Heteroscedastic Ridge Regression Model: Some Monte Carlo Evidence ⋮ Bayesian Estimation of the Log–linear Exponential Regression Model with Censorship and Collinearity ⋮ Confidence Interval for Shrinkage Parameters in Ridge Regression ⋮ Another proposal about the new two-parameter estimator for linear regression model with correlated regressors ⋮ Using Heteroscedasticity-Consistent Standard Errors for the Linear Regression Model with Correlated Regressors ⋮ An iterative approach to minimize the mean squared error in ridge regression
Cites Work
- Informational complexity criteria for regression models.
- Ridge regression:some simulations
- A Monte Carlo Evaluation of Some Ridge-Type Estimators
- A simulation study of ridge and other regression estimators
- A Class of Biased Estimators in Linear Regression
- Performance of Some New Ridge Regression Estimators
- Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
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