Ridge estimated confidence intervals:a monte carlo evaluaion

DOI10.1080/00949658808811056zbMath0726.62121OpenAlexW2157315670MaRDI QIDQ3350550

Timothy A. Wittig, Douglas G. Feig

Publication date: 1988

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658808811056

zbMATH Keywords

confidence intervalsinterval estimationmulticollinearitybiased estimatorsridge regression estimationVinod's estimation procedure

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Ridge regression; shrinkage estimators (Lasso) (62J07) Monte Carlo methods (65C05)

Related Items

Confidence intervals in ridge regression by bootstrapping the dependent variable: a simulation study ⋮ Asymptotic confidence intervals in ridge regression based on the Edgeworth expansion

Cites Work

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• Further results concerning ridge regression
• A simulation study of ridge and other regression estimators
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• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation