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

linear restrictionsmean square errorrestricted least squares estimatorrestricted ridge regression estimatorrestricted two parameter estimator

Mathematics Subject Classification ID

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

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Cites work

• A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
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• A new class of blased estimate in linear regression
• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
• A test of the mean square error criterion for shrinkage estimators
• Combining the unrestricted estimators into a single estimator and a simulation study on the unrestricted estimators
• Good ridge estimators based on prior information
• scientific article; zbMATH DE number 2146311 (Why is no real title available?)
• Mean squared error comparisons of the modified ridge regression estimator and iiie restricted ridge regression estimator
• Mean squared error matrix comparisons between biased estimators — An overview of recent results
• More on the restricted ridge regression estimation
• Numerical inverting of matrices of high order
• Performance of Some New Ridge Regression Estimators
• Restricted ridge estimation.
• The Restricted and Unrestricted Two-Parameter Estimators

Cited in

(25)

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

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