The relative efficiency of the restricted estimators in linear regression models

DOI10.1080/02664763.2013.859234zbMATH Open1352.62113OpenAlexW2113959502MaRDI QIDQ3179215FDOQ3179215

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

Recommendations

• Efficiency of a stochastic restricted two-parameter estimator in linear regression
• A new restricted estimator in multiple linear regression model
• Ridge Estimation to the Restricted Linear Model
• More on the two-parameter estimation in the restricted regression
• scientific article

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)

Cites Work

• A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
• A new class of blased estimate in linear regression
• Good ridge estimators based on prior information
• Title not available (Why is that?)
• Performance of Some New Ridge Regression Estimators
• More on the restricted ridge regression estimation
• Restricted ridge estimation.
• Mean squared error comparisons of the modified ridge regression estimator and iiie restricted ridge regression estimator
• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• Combining the unrestricted estimators into a single estimator and a simulation study on the unrestricted estimators
• The Restricted and Unrestricted Two-Parameter Estimators
• Numerical inverting of matrices of high order
• Mean squared error matrix comparisons between biased estimators — An overview of recent results
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
• A Comparison of Least Squares and Latent Root Regression Estimators
• A test of the mean square error criterion for shrinkage estimators

Cited In (19)

• 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
• Estimation in a linear regression model with stochastic linear restrictions: a new two-parameter-weighted mixed estimator
• Title not available (Why is that?)
• Restricted ridge estimator in generalized linear models: Monte Carlo simulation studies on Poisson and binomial distributed responses
• Title not available (Why is that?)
• Estimation of parameters in linear mixed measurement error models with stochastic linear restrictions
• Title not available (Why is that?)
• Title not available (Why is that?)
• The optimal selection for restricted linear models with average estimator
• 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
• A new restricted estimator in multiple linear regression model
• Optimal determination of the parameters of some biased estimators using genetic algorithm
• Optimal estimation methods under weakened linear restrictions in regression
• Diagnostic measures for the restricted Liu estimator in linear measurement error models

This page was built for publication: The relative efficiency of the restricted estimators in linear regression models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3179215)