Comparisons of the Unbiased Ridge Estimation to the Other Estimations

DOI10.1080/03610920601033652MaRDI QIDQ3436014zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

multicollinearityresidualordinary least squares estimator\(r\)-\(k\) class estimatorordinary ridge regression estimatorunbiased ridge regression estimator

Mathematics Subject Classification ID

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

Recommendations

• Ridge regression estimator: combining unbiased and ordinary ridge regression methods of estimation
• Combining Unbiased Ridge and Principal Component Regression Estimators
• More on the unbiased ridge regression estimation
• A new version of unbiased ridge regression estimator under the stochastic restricted linear regression model
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression

Cites work

• A new class of blased estimate in linear regression
• A ridge-type estimator and good prior means
• Detection of outliers and influential observations in regression analysis using stochastic prior information
• Good ridge estimators based on prior information
• Linear models. Least squares and alternatives
• Mean square error matrix comparison of some estimators in linear regressions with multicollinearity
• On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge regression:some simulations
• THE EXAMINATION AND ANALYSIS OF RESIDUALS FOR SOME BIASED ESTIMATORS IN LINEAR REGRESSION
• The restricted least squares estimator and ridge regression
• Unbiased ridge estimation with prior information and ridge trace

Cited in

(7)

• A new version of unbiased ridge regression estimator under the stochastic restricted linear regression model
• An unbiased two-parameter estimation with prior information in linear regression model
• A new parameter estimation technique using prior information of parameters in nonlinear model with multicollinear data
• More on the unbiased ridge regression estimation
• Ridge regression estimator: combining unbiased and ordinary ridge regression methods of estimation
• Liu and Ridge Estimators-A Comparison
• Combining Unbiased Ridge and Principal Component Regression Estimators

This page was built for publication: Comparisons of the Unbiased Ridge Estimation to the Other Estimations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3436014)