Some Modifications for Choosing Ridge Parameters
From MaRDI portal
Publication:3424224
DOI10.1080/03610920600762905zbMath1112.62066OpenAlexW2016625818MaRDI QIDQ3424224
M. A. Alkhamisi, Ghadban Khalaf, Ghazi Shukur
Publication date: 15 February 2007
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920600762905
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Statistical tables (62Q05)
Related Items (39)
Comparing ordinary ridge and generalized ridge regression results obtained using genetic algorithms for ridge parameter selection ⋮ Modified Liu-Type Estimator Based on (r − k) Class Estimator ⋮ Modified Liu-Type Estimator Based on (r − k) Class Estimator ⋮ New Shrinkage Parameters for the Liu-type Logistic Estimators ⋮ On some beta ridge regression estimators: method, simulation and application ⋮ Modified ridge parameter estimators for log-gamma model: Monte Carlo evidence with a graphical investigation ⋮ A Jackknifed estimators for the negative binomial regression model ⋮ Shrinkage parameter selection via modified cross-validation approach for ridge regression model ⋮ Efficiency of Mansson’s method: Some numerical findings about the role of biasing parameter in the estimation of distributed lag model ⋮ Bootstrap selection of ridge regularization parameter: a comparative study via a simulation study ⋮ A Monte Carlo study on the ridge parameter of the seemingly unrelated ridge regression models ⋮ Beta ridge regression estimators: simulation and application ⋮ Bootstrap confidence interval of ridge regression in linear regression model: A comparative study via a simulation study ⋮ Improved two-parameter estimators for the negative binomial and Poisson regression models ⋮ On the estimation of Bell regression model using ridge estimator ⋮ Modified robust ridge M-estimators for linear regression models: an application to tobacco data ⋮ Liu-type estimator in Conway–Maxwell–Poisson regression model: theory, simulation and application ⋮ Using ridge regression to estimate factors affecting the number of births. A comparative study ⋮ New quantile based ridge M-estimator for linear regression models with multicollinearity and outliers ⋮ A new modified Jackknifed estimator for the Poisson regression model ⋮ Performance of some ridge regression estimators for the multinomial logit model ⋮ Performance of Kibria's Method for the Heteroscedastic Ridge Regression Model: Some Monte Carlo Evidence ⋮ A Combined Nonlinear Programming Model and Kibria Method for Choosing Ridge Parameter Regression ⋮ Selection of the Ridge Parameter Using Mathematical Programming ⋮ Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: A Monte Carlo evidence ⋮ A new two-parameter estimator for the Poisson regression model ⋮ Liu-Type Negative Binomial Regression: A Comparison of Recent Estimators and Applications ⋮ On the Choice of the Ridge Parameter: A Maximum Entropy Approach ⋮ A Simulation Study of Some Ridge Regression Estimators under Different Distributional Assumptions ⋮ On Some Ridge Regression Estimators: An Empirical Comparisons ⋮ WEIGHT LAD AND WEIGHT LAD RIDGE ESTIMATOR FOR SEEMINGLY UNRELATED REGRESSION MODELS ⋮ Confidence Interval for Shrinkage Parameters in Ridge Regression ⋮ Penalized Maximum Likelihood Principle for Choosing Ridge Parameter ⋮ Performance of some ridge estimators for the gamma regression model ⋮ Unnamed Item ⋮ A new robust ridge parameter estimator based on search method for linear regression model ⋮ A new kind of stochastic restricted biased estimator for logistic regression model ⋮ Modified ridge-type for the Poisson regression model: simulation and application ⋮ An iterative approach to minimize the mean squared error in ridge regression
Cites Work
- A Monte Carlo Evaluation of Some Ridge-Type Estimators
- A simulation study of ridge and other regression estimators
- Performance of some new preliminary test ridge regression estimators and their properties
- Choosing Ridge Parameter for Regression Problems
- Performance of Some New Ridge Regression Estimators
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Ridge Regression: Applications to Nonorthogonal Problems
This page was built for publication: Some Modifications for Choosing Ridge Parameters
