Modified ridge regression parameters: a comparative Monte Carlo study

MaRDI QIDQ2940148zbMATHFDO

Authors Yasin Asar, Adnan Karaibrahimoğlu, Asir Genc

Publication date 26 January 2015

zbMATH Keywords

multicollinearitymultiple linear regressionMonte Carlo simulationsridge estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Paired and multiple comparisons; multiple testing (62J15)

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Cited in

(18)

• Performance of ridge estimator in skew-normal mode regression model
• A novel comparison of shrinkage methods based on multi criteria decision making in case of multicollinearity
• Evaluating modified generalized information criterion in presence of multicollinearity
• A Monte Carlo study on the ridge parameter of the seemingly unrelated ridge regression models
• Shrinkage parameter selection via modified cross-validation approach for ridge regression model
• Are most proposed ridge parameter estimators skewed and do they have any effect on MSE values?
• Solving multicollinearity problem using ridge regression models
• Partial ridge regression under multicollinearity
• Modified ridge analyses under nonstandard
• Some Modifications for Choosing Ridge Parameters
• Performance of ridge estimator in inverse Gaussian regression model
• The efficiency of ridge estimations for multicollinearity multiple linear regression: a Monte-Carlo simulation-based study
• Modified Ridge Parameters for Seemingly Unrelated Regression Model
• A Monte Carlo comparison between ridge and principal components regression methods
• A simulation study on SPSS ridge regression and ordinary least squares regression procedures for multicollinearity data
• On modified unbiased two-parameter estimator
• Two-parameter estimator for the inverse Gaussian regression model
• Liu-type multinomial logistic estimator

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