Combining Unbiased Ridge and Principal Component Regression Estimators

DOI10.1080/03610920802503396MaRDI QIDQ3396330zbMATH OpenOpenAlexFDO

Authors Feras Sh. Mahmood Batah, M. Revan Özkale, S. D. Gore

Publication date 18 September 2009

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

Full work available at URL https://doi.org/10.1080/03610920802503396

zbMATH Keywords

\((r, k)\) class estimatormulticollinearityordinary least squares estimatorordinary ridge regression estimatorprincipal components regression estimatorunbiased ridge regression estimator

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Recommendations

• Ridge regression estimator: combining unbiased and ordinary ridge regression methods of estimation
• Comparisons of the Unbiased Ridge Estimation to the Other Estimations
• Combining two-parameter and principal component regression estimators
• COMBINING THE LIU ESTIMATOR AND THE PRINCIPAL COMPONENT REGRESSION ESTIMATOR
• Combining the unrestricted estimators into a single estimator and a simulation study on the unrestricted estimators

Cites work

• A ridge-type estimator and good prior means
• Biased Estimation in Regression: An Evaluation Using Mean Squared Error
• Comparisons of the Unbiased Ridge Estimation to the Other Estimations
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
• Good ridge estimators based on prior information
• Linear models. Least squares and alternatives
• On Biased Estimation in Linear Models
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge regression:some simulations
• Unbiased ridge estimation with prior information and ridge trace

Cited in

(13)

• Combining two-parameter and principal component regression estimators
• PMC theorems on PCR-ridge class estimators
• A VIF-based optimization model to alleviate collinearity problems in multiple linear regression
• Comparison of some estimators under the Pitman's closeness criterion in linear regression model
• Several optimalities of combining ridge and principal components estimator
• Comparisons of the Unbiased Ridge Estimation to the Other Estimations
• Ridge regression estimator: combining unbiased and ordinary ridge regression methods of estimation
• Principal component ridge type estimator for the inverse Gaussian regression model
• Shrinkage parameter selection via modified cross-validation approach for ridge regression model
• A new multicollinearity diagnostic for generalized linear models
• The r-k class estimator in generalized linear models applicable with simulation and empirical study using a Poisson and Gamma responses
• A novel comparison of shrinkage methods based on multi criteria decision making in case of multicollinearity
• Principal components regression based on kernel smoothing for semiparametric models with multicollinearity

This page was built for publication: Combining Unbiased Ridge and Principal Component Regression Estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3396330)