On the almost unbiased ridge regression estimator

DOI10.1080/03610918808812690zbMath0695.62174OpenAlexW2044654355MaRDI QIDQ3471523

Masuo Nomura

Publication date: 1988

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918808812690

zbMATH Keywords

mean squared erroralmost unbiased generalized ridge regression

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (23)

Computational Method for Jackknifed Generalized Ridge Tuning Parameter based on Generalized Maximum Entropy ⋮ A new biased estimator based on ridge estimation ⋮ MEAN SQUARED ERROR COMPARISONS OF SOME BIASED REGRESSION ESTIMATORS ⋮ Modified Liu-Type Estimator Based on (r − k) Class Estimator ⋮ Modified Liu-Type Estimator Based on (r − k) Class Estimator ⋮ Efficiency of an almost unbiased two-parameter estimator in linear regression model ⋮ Linear Bayesian estimators for linear models with constraints ⋮ A first-order approximated jackknifed ridge estimator in binary logistic regression ⋮ Choice of the ridge factor from the correlation matrix determinant ⋮ Adaptation of the jackknifed ridge methods to the linear mixed models ⋮ A test statistic to choose between Liu-type and least-squares estimator based on mean square error criteria ⋮ On the Performance of the Jackknifed Modified Ridge Estimator in the Linear Regression Model with Correlated or Heteroscedastic Errors ⋮ A jackknifed ridge estimator in the linear regression model with heteroscedastic or correlated errors ⋮ Subset selection in linear regression using generalized ridge estimator ⋮ Jackknifing the Ridge Regression Estimator: A Revisit ⋮ The relative performances of improved ridge estimators and an empirical bayes estimator: some monte carlo results ⋮ The optimal extended balanced loss function estimators ⋮ Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression ⋮ Are most proposed ridge parameter estimators skewed and do they have any effect on MSE values? ⋮ Evaluation of the predictive performance of the r-k and r-d class estimators ⋮ On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse ⋮ Performance of some ridge estimators for the gamma regression model ⋮ An iterative approach to minimize the mean squared error in ridge regression

Cites Work

• A class of almost unbiased and efficient estimators of regression coefficients
• Selecting the optimum k in ridge regression
• On small sample properties of the almost unbiased generalized ridge estimator
• Ridge regression:some simulations
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

This page was built for publication: On the almost unbiased ridge regression estimator