Gilmour's approach to mixed and stochastic restricted ridge predictions in linear mixed models

DOI10.1016/J.LAA.2016.06.040zbMATH Open1347.62142OpenAlexW2474097312MaRDI QIDQ307803FDOQ307803

Özge Kuran, M. Revan Özkale

Publication date: 5 September 2016

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2016.06.040

zbMATH Keywords

multicollinearitymean square errormixed predictorstochastic restricted ridge predictor

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

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Cited In (12)

• Ridge estimation in linear mixed measurement error models with stochastic linear mixed restrictions
• The weighted ridge estimation for linear mixed models with measurement error under stochastic linear mixed restrictions
• The new mixed ridge estimator in a linear mixed model with measurement error under stochastic linear mixed restrictions
• Improvement of mixed predictors in linear mixed models
• Kernel mixed and Kernel stochastic restricted ridge predictions in the partially linear mixed measurement error models: an application to COVID-19
• Estimation of parameters in linear mixed measurement error models with stochastic linear restrictions
• The ridge prediction error sum of squares statistic in linear mixed models
• The stochastic restricted ridge estimator in generalized linear models
• Ridge-GME estimation in linear mixed models
• Stochastic restricted Liu estimator in linear mixed measurement error models
• Ridge estimation in linear mixed measurement error models using generalized maximum entropy
• Stochastic restricted Liu predictors in linear mixed models

Uses Software

• WWGbook

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