A simulation study of some ridge regression estimators under different distributional assump\-tions

DOI10.1080/03610918.2010.508862zbMATH Open1205.62095OpenAlexW2087226271MaRDI QIDQ3072397FDOQ3072397

Authors: Kristofer Mansson, Ghazi Shukur, B. M. Golam Kibria 

Publication date: 3 February 2011

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2010.508862

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zbMATH Keywords

ridge regressionsimulationestimationmulticollinearityLSEMSEPRESS

Mathematics Subject Classification ID

Point estimation (62F10) Monte Carlo methods (65C05) Ridge regression; shrinkage estimators (Lasso) (62J07) Statistical tables (62Q05)

Cites Work

• Robust Statistics
• Performance of Some New Ridge Regression Estimators
• Performance of some new preliminary test ridge regression estimators and their properties
• Theory of Preliminary Test and Stein‐Type Estimation With Applications
• On Some Ridge Regression Estimators: An Empirical Comparisons
• A simulation study of ridge and other regression estimators
• Developing Ridge Parameters for SUR Model
• Some Modifications for Choosing Ridge Parameters
• Choosing Ridge Parameter for Regression Problems
• On developing ridge regression parameters: a graphical investigation
• A simulation study on SPSS ridge regression and ordinary least squares regression procedures for multicollinearity data

Cited In (30)

• Efficiency of Mansson’s method: Some numerical findings about the role of biasing parameter in the estimation of distributed lag model
• Title not available (Why is that?)
• Modified robust ridge M-estimators for linear regression models: an application to tobacco data
• New robust ridge estimators for the linear regression model with outliers
• Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: a Monte Carlo evidence
• Using ridge regression to estimate factors affecting the number of births. A comparative study
• A new robust ridge parameter estimator based on search method for linear regression model
• A simulation study on some restricted ridge regression estimators
• On developing ridge regression parameters: a graphical investigation
• Performance of Kibria, Khalaf, and Shurkur's methods when the eigenvalues are skewed
• Performance of Kibria's method for the heteroscedastic ridge regression model: some Monte Carlo evidence
• A combined nonlinear programming model and Kibria method for choosing ridge parameter regression
• Improved ridge regression estimators for the logistic regression model
• Singular ridge regression with stochastic constraints
• Combining two-parameter and principal component regression estimators
• The Almon M-estimator for the distributed lag model in the presence of outliers
• Modified Liu-type estimator based on (\(r\)-\(k\)) class estimator
• Performance of some ridge regression estimators for the multinomial logit model
• Comparison of partial least squares with other prediction methods via generated data
• Partial ridge regression under multicollinearity
• Average ordinary least squares<scp>‐centered</scp> penalized regression: A more efficient way to address multicollinearity than ridge regression
• Performance of some ridge estimators for the gamma regression model
• Evaluation of the predictive performance of the \(r\)-\(k\) and \(r\)-\(d\) class estimators
• A simulation study of deterministic ridge estimators
• Using heteroscedasticity-consistent standard errors for the linear regression model with correlated regressors
• On the Liu estimation of Bell regression model in the presence of multicollinearity
• A new class of efficient and debiased two-step shrinkage estimators: method and application
• Bayesian estimation of the biasing parameter for ridge regression: A novel approach
• On some robust Liu estimators for the linear regression model with outliers: theory, simulation and application
• Definition and properties of \(m\)-dimensional \(n\)-principal points

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