A Monte Carlo Study of Recent Ridge Parameters
From MaRDI portal
Publication:3447106
DOI10.1080/03610910701208619zbMath1121.62067MaRDI QIDQ3447106
Publication date: 28 June 2007
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610910701208619
Related Items
Two-parameter ridge estimator in the binary logistic regression, Ridge Regression and Generalized Maximum Entropy: An improved version of the Ridge–GME parameter estimator, Ridge estimation in linear mixed measurement error models using generalized maximum entropy, Developing Ridge Parameters for SUR Model, Modified ridge-type for the Poisson regression model: simulation and application, Bootstrap Liu estimators for Poisson regression 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, Bootstrap confidence interval of ridge regression in linear regression model: A comparative study via a simulation study, Ridge-GME estimation in linear mixed models, Modified robust ridge M-estimators for linear regression models: an application to tobacco data, New robust ridge estimators for the linear regression model with outliers, Using ridge regression to estimate factors affecting the number of births. A comparative study, Comparison of deviance and ridge deviance residual-based control charts for monitoring Poisson profiles, New quantile based ridge M-estimator for linear regression models with multicollinearity and outliers, Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies, Performance of some ridge estimators for the gamma regression model, A new two-parameter estimator for the Poisson regression model, Profile monitoring for count data using Poisson and Conway-Maxwell-Poisson regression-based control charts under multicollinearity problem, An iterative approach to minimize the mean squared error in ridge regression, Ridge Estimation in Linear Models with Autocorrelated Errors, Feasible Ridge Estimator in Seemingly Unrelated Semiparametric Models, On the Choice of the Ridge Parameter: A Maximum Entropy Approach, Seemingly Unrelated Ridge Regression in Semiparametric Models, New Shrinkage Parameters for the Liu-type Logistic Estimators, Are most proposed ridge parameter estimators skewed and do they have any effect on MSE values?, Penalized Maximum Likelihood Principle for Choosing Ridge Parameter
Cites Work
- Unnamed Item
- 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
- Performance of the shrinkage preliminary test ridge regression estimators based on the conflicting of W, LR and LM tests
- 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
