Tuning Parameter Selection and Various Good Fitting Characteristics for the Liu-Type Estimator in Linear Regression

DOI10.1080/03610920802112909zbMath1292.62108OpenAlexW2122483648MaRDI QIDQ5495063

Hu Yang, Jianwen Xu

Publication date: 30 July 2014

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

Full work available at URL: https://doi.org/10.1080/03610920802112909

zbMATH Keywords

ridge regressionrobust regressionmulticollinearityLiu-type estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30)

Related Items (5)

More on the Bias and Variance Comparisons of the Restricted Almost Unbiased Estimators ⋮ Efficiency of the modified jackknifed Liu-type estimator ⋮ On the restrictedr–kclass estimator and the restrictedr–dclass estimator in linear regression ⋮ A Generalized Diagonal Ridge-type Estimator in Linear Regression ⋮ Liu-type estimator in semiparametric regression models

Cites Work

• Two-parameter ridge regression and its convergence to the eventual pairwise model
• A Simulation Study of Some Ridge Estimators
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• Explicit and Constrained Generalized Ridge Estimation
• A Comparison of Ridge Estimators
• A new class of blased estimate in linear regression
• Using Liu-Type Estimator to Combat Collinearity
• More on Liu-Type Estimator in Linear Regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

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