A Simulation Study of Ridge Regression Estimators with Autocorrelated Errors
From MaRDI portal
Publication:3471525
DOI10.1080/03610918908812784zbMath0695.62176MaRDI QIDQ3471525
Publication date: 1989
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918908812784
tables; ridge regression; simulations; least squares regression; collinearity; first order autoregressive disturbance
62J07: Ridge regression; shrinkage estimators (Lasso)
Related Items
Ridge regression in the context of a system of seemingly unrelated regression equations, Regression diagnostics methods for Liu estimator under the general linear regression model, The feasible generalized restricted ridge regression estimator, Influence measures based on confidence ellipsoids in general linear regression model with correlated regressors, Jackknifing the Ridge Regression Estimator: A Revisit, Cross validation of ridge regression estimator in autocorrelated linear regression models, Monte Carlo Simulation Study of Biased Estimators in the Linear Regression Models with Correlated or Heteroscedastic Errors, A restricted \(r\)-\(k\) class estimator in the mixed regression model with autocorrelated disturbances, Influence measures in ridge regression when the error terms follow an AR(1) process, \(r\)-\(k\) class estimator in the linear regression model with correlated errors, A jackknifed ridge estimator in the linear regression model with heteroscedastic or correlated errors, A stochastic restricted ridge regression estimator, A note on the performance of biased estimators with autocorrelated errors, On a principal component two-parameter estimator in linear model with autocorrelated errors, Ridge Estimation in Linear Models with Autocorrelated Errors, A Class of s–K Type Principal Components Estimators in the Linear Model, On the Performance of the Jackknifed Modified Ridge Estimator in the Linear Regression Model with Correlated or Heteroscedastic Errors
Cites Work
- On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors
- Ridge estimation in regression problems with autocorrelated errors: A monte carlo study
- Ridge regression:some simulations
- Directed Ridge Regression Techniques in Cases of Multicollinearity
- A simulation study of ridge and other regression estimators
- Error misspecification and properties of the simple ridge estimator
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
