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

DOI10.1016/j.laa.2016.06.040zbMath1347.62142MaRDI QIDQ307803

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

mean square error; multicollinearity; mixed predictor; stochastic restricted ridge predictor

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

Related Items

Ridge estimation in linear mixed measurement error models using generalized maximum entropy, Estimation of parameters in linear mixed measurement error models with stochastic linear 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, Stochastic restricted Liu predictors in linear mixed models, Stochastic restricted Liu estimator in linear mixed measurement error models, Improvement of mixed predictors in linear mixed models, Ridge estimation in linear mixed measurement error models with stochastic linear mixed restrictions, Ridge-GME estimation in linear mixed models, The stochastic restricted ridge estimator in generalized linear models

Uses Software

• WWGbook

Cites Work

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