Modified ridge regression parameters: a comparative Monte Carlo study
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Publication:2940148
zbMATH Open1309.62121MaRDI QIDQ2940148FDOQ2940148
Authors: Yasin Asar, Adnan Karaibrahimoğlu, Asir Genc 
Publication date: 26 January 2015
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Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Paired and multiple comparisons; multiple testing (62J15)
Cited In (14)
- Two-parameter estimator for the inverse Gaussian regression model
- A Monte Carlo study on the ridge parameter of the seemingly unrelated ridge regression models
- A simulation study on SPSS ridge regression and ordinary least squares regression procedures for multicollinearity data
- Modified ridge analyses under nonstandard
- Some Modifications for Choosing Ridge Parameters
- A Monte Carlo comparison between ridge and principal components regression methods
- On modified unbiased two-parameter estimator
- Solving multicollinearity problem using ridge regression models
- Liu-type multinomial logistic estimator
- Performance of ridge estimator in skew-normal mode regression model
- Are most proposed ridge parameter estimators skewed and do they have any effect on MSE values?
- Shrinkage parameter selection via modified cross-validation approach for ridge regression model
- Performance of ridge estimator in inverse Gaussian regression model
- Modified Ridge Parameters for Seemingly Unrelated Regression Model
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