Combining Unbiased Ridge and Principal Component Regression Estimators

DOI10.1080/03610920802503396zbMath1170.62047MaRDI QIDQ3396330

M. Revan Özkale, Feras Sh. Mahmood Batah, Sharad D. Gore

Publication date: 18 September 2009

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802503396

zbMATH Keywords

multicollinearity; ordinary least squares estimator; principal components regression estimator; ordinary ridge regression estimator; \((r, k)\) class estimator; unbiased ridge regression estimator

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

Related Items

Principal component ridge type estimator for the inverse Gaussian regression model, Shrinkage parameter selection via modified cross-validation approach for ridge regression model, A new multicollinearity diagnostic for generalized linear models, The r-k class estimator in generalized linear models applicable with simulation and empirical study using a Poisson and Gamma responses, Combining two-parameter and principal component regression estimators, A VIF-based optimization model to alleviate collinearity problems in multiple linear regression, Comparison of some estimators under the Pitman's closeness criterion in linear regression model

Cites Work

• Linear models. Least squares and alternatives
• Comparisons of the Unbiased Ridge Estimation to the Other Estimations
• A ridge-type estimator and good prior means
• Ridge regression:some simulations
• Good ridge estimators based on prior information
• Biased Estimation in Regression: An Evaluation Using Mean Squared Error
• Unbiased ridge estimation with prior information and ridge trace
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
• On Biased Estimation in Linear Models