A Comparison of Mixed and Ridge Estimators of Linear Models

DOI10.1080/03610910802506630MaRDI QIDQ3616275zbMATH OpenOpenAlexFDO

Authors Hüseyin Güler, Selahattin Kaçıranlar

Publication date 24 March 2009

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610910802506630

zbMATH Keywords

autocorrelationeconomic examplemean square errormixed estimationmulticollinearityridge regression

Mathematics Subject Classification ID

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

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Cites work

• A Critique of Some Ridge Regression Methods
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• Best Linear Unbiased Prediction in the Generalized Linear Regression Model
• Error misspecification and properties of the simple ridge estimator
• scientific article; zbMATH DE number 3734975 (Why is no real title available?)
• scientific article; zbMATH DE number 45973 (Why is no real title available?)
• scientific article; zbMATH DE number 3464631 (Why is no real title available?)
• scientific article; zbMATH DE number 3350922 (Why is no real title available?)
• Introduction to linear regression analysis.
• Linear models. Least squares and alternatives
• On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors
• On the Use of Incomplete Prior Information in Regression Analysis
• Performance of Some New Ridge Regression Estimators
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge regression:some simulations

Cited in

(16)

• A note on the performance of biased estimators with autocorrelated errors
• On a principal component two-parameter estimator in linear model with autocorrelated errors
• Feasible generalized Stein-rule restricted ridge regression estimators
• A graphical evaluation of logistic ridge estimator in mixture experiments
• Liu and Ridge Estimators-A Comparison
• Sparsely restricted penalized estimators
• The feasible generalized restricted ridge regression estimator
• A test statistic to choose between Liu-type and least-squares estimator based on mean square error criteria
• General ridge predictors in a mixed linear model
• More on the restricted ridge regression estimation
• Ridge estimation in linear mixed measurement error models with stochastic linear mixed restrictions
• Mixed linear regression with equi-cross-correlated errors.
• New Bayesian approach to the estimation in simultaneous equations model
• A note on Farebrother’s estimator: a comparative study
• Principal components regression estimators under biased stochastic linear restrictions
• r-k class estimator in the linear regression model with correlated errors

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