Linearized ridge regression estimator under the mean squared error criterion in a linear regression model

DOI10.1080/03610918.2011.575506MaRDI QIDQ3102893zbMATH OpenOpenAlexFDO

Authors Feng Gao, Xu-Qing Liu

Publication date 25 November 2011

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

Full work available at URL https://doi.org/10.1080/03610918.2011.575506

zbMATH Keywords

GSEmulticollinearityalmost unbiased completenessLRRE

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A new biased estimator based on ridge estimation
• A new class of blased estimate in linear regression
• An alternative stochastic restricted Liu estimator in linear regression
• Linearized ridge regression estimator in linear regression
• Ridge Regression: Applications to Nonorthogonal Problems
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Using Liu-Type Estimator to Combat Collinearity

Cited in

(12)

• Improved ridge estimators in a linear regression model
• Linearized ridge regression estimator in linear regression
• Performance of Wald-type estimator for parametric component in partial linear regression with a mixture of Berkson and classical error models
• A new linearized ridge Poisson estimator in the presence of multicollinearity
• Robust linearized ridge \(M\)-estimator for linear regression model
• Non-diagonal-type estimator in linear regression
• Ridge regression estimators in the linear regression models with non-spherical errors
• Ridge parameter estimation for the linear regression model under different loss functions using T-K approximation
• Linearized restricted ridge regression estimator in linear regression
• On linearized ridge logistic estimator in the presence of multicollinearity
• Optimal generalized ridge estimator under the generalized cross-validation criterion in linear regression
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