A Tobit Ridge Regression Estimator

DOI10.1080/03610926.2012.655881zbMath1462.62443OpenAlexW2060029832MaRDI QIDQ2815348

Kristofer Månsson, Pär Sjölander, Ghadban Khalaf, Ghazi Shukur

Publication date: 28 June 2016

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

Full work available at URL: https://doi.org/10.1080/03610926.2012.655881

zbMATH Keywords

ridge regressionmulticollinearityTobit model

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items

Two-parameter estimator for the inverse Gaussian regression model ⋮ Tobit Liu estimation of censored regression model: an application to Mroz data and a Monte Carlo simulation study ⋮ A new biased estimation method in tobit regression: theory and application ⋮ Optimum shrinkage parameter selection for ridge type estimator of Tobit model ⋮ Principal component ridge type estimator for the inverse Gaussian regression model ⋮ Influence diagnostics in gamma ridge regression model ⋮ Modified ridge-type estimator for the inverse Gaussian regression model ⋮ Performance of some ridge estimators for the gamma regression model

Cites Work

• Estimation of Relationships for Limited Dependent Variables
• On Some Ridge Regression Estimators: An Empirical Comparisons
• A simulation study of ridge and other regression estimators
• Choosing Ridge Parameter for Regression Problems
• Performance of Some New Ridge Regression Estimators