Biased regression estimators: Analytic and simulation results

MaRDI QIDQ1838801zbMATH OpenFDO

Authors D. Monarchi, J. E. Weber, Bruno A. Baldessari

Publication date 1981

Published in Metron (Search for Journal in Brave)

zbMATH Keywords

biased regression estimatorscomparative studygeneralized ridge estimatorslatent root estimatorsleast squares estimatorsmulticollinearityprincipal component estimatorsreviewshrunken estimatorssimulation studiesvariable selection methods

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Monte Carlo methods (65C05)

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