The relative efficiency of the restricted estimators in linear regression models

DOI10.1080/02664763.2013.859234MaRDI QIDQ3179215zbMATH OpenOpenAlexFDO

Authors M. Revan Özkale

Publication date 21 December 2016

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2013.859234

zbMATH Keywords

mean square errorlinear restrictionsrestricted ridge regression estimatorrestricted least squares estimatorrestricted two parameter estimator

Mathematics Subject Classification ID

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

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• More on the restricted ridge regression estimation
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• Performance of Some New Ridge Regression Estimators
• Restricted ridge estimation.
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Cited in

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• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• Sensitivity of the restricted least squares estimator under misspecified restrictions and multicollinearity
• Relative efficiency of LSE of over-fitted linear regression models
• Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm
• Efficiency of the restricted r-d class estimator in linear regression
• Some one and two parameter estimators for the multicollinear Gaussian linear regression model: simulations and applications
• Estimation in a linear regression model with stochastic linear restrictions: a new two-parameter-weighted mixed estimator
• Efficiency of a stochastic restricted two-parameter estimator in linear regression
• scientific article; zbMATH DE number 1054388 (Why is no real title available?)
• Restricted ridge estimator in generalized linear models: Monte Carlo simulation studies on Poisson and binomial distributed responses
• Estimation of parameters in linear mixed measurement error models with stochastic linear restrictions
• Performance of the Stein-type two-parameter estimator in multiple linear regression model
• scientific article; zbMATH DE number 5644805 (Why is no real title available?)
• scientific article; zbMATH DE number 1293835 (Why is no real title available?)
• The optimal selection for restricted linear models with average estimator
• The analysis of residuals for some linear restricted estimators in the restricted linear model
• Comparing Stochastically Restricted Linear Estimators in a Regression Model
• Linear restrictions, rank reduction, and biased estimation in linear regression
• EFFICIENCY OF LINEAR REGRESSION ESTIMATORS BASED ON PRESMOOTHING
• Optimal determination of the parameters of some biased estimators using genetic algorithm
• A new restricted estimator in multiple linear regression model
• Restricted Liu estimator in generalized linear models: Monte Carlo simulation studies on gamma and Poisson distributed responses
• Optimal estimation methods under weakened linear restrictions in regression
• Holistic inferential approach for restricted parameters in multivariate regression with continuous responses: a Monte Carlo experiment
• Diagnostic measures for the restricted Liu estimator in linear measurement error models

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