Comparisons of the Unbiased Ridge Estimation to the Other Estimations
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Publication:3436014
DOI10.1080/03610920601033652zbMath1315.62062OpenAlexW2033180132MaRDI QIDQ3436014
M. Revan Özkale, Selahattin Kaçıranlar
Publication date: 8 May 2007
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920601033652
residualmulticollinearityordinary least squares estimator\(r\)-\(k\) class estimatorordinary ridge regression estimatorunbiased ridge regression estimator
Related Items (5)
A new version of unbiased ridge regression estimator under the stochastic restricted linear regression model ⋮ A new parameter estimation technique using prior information of parameters in nonlinear model with multicollinear data ⋮ An unbiased two-parameter estimation with prior information in linear regression model ⋮ Combining Unbiased Ridge and Principal Component Regression Estimators ⋮ More on the unbiased ridge regression estimation
Cites Work
- Mean square error matrix comparison of some estimators in linear regressions with multicollinearity
- Linear models. Least squares and alternatives
- The restricted least squares estimator and ridge regression
- A ridge-type estimator and good prior means
- Ridge regression:some simulations
- Good ridge estimators based on prior information
- A new class of blased estimate in linear regression
- On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
- Unbiased ridge estimation with prior information and ridge trace
- THE EXAMINATION AND ANALYSIS OF RESIDUALS FOR SOME BIASED ESTIMATORS IN LINEAR REGRESSION
- Detection of outliers and influential observations in regression analysis using stochastic prior information
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
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