Another look at the naive estimator in a regression model

DOI10.1007/BF01895304zbMath0803.62057MaRDI QIDQ1324989

Erkki P. Liski, Song-Gui Wang

Publication date: 30 June 1994

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176495

zbMATH Keywords

generalized least squares estimator; mean square error matrix; general ridge estimator; naive least squares estimator

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

62F15: Bayesian inference

Related Items

Estimation From Transformed Data Under the Linear Regression Model, On semi-orthogonality and a special class of matrices

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On least squares estimation with a particular linear function of the dependent variable
• A note on ridge regression
• Estimation of parameters in a linear model
• Characterizations of estimability in the general linear model
• Alternative Models for the Analysis of Variance
• A test of the mean square error criterion for shrinkage estimators
• A test of the mean square error criterion for linear admissible estimators
• Mean square error matrix comparisons of estimators in linear regression
• Partitioned Ridge Regression
• On Best Linear Estimation and General Gauss-Markov Theorem in Linear Models with Arbitrary Nonnegative Covariance Structure
• Ridge Regression: Applications to Nonorthogonal Problems
• Linear Statistical Inference and its Applications