A Comparison of Mixed and Ridge Estimators of Linear Models
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Publication:3616275
DOI10.1080/03610910802506630zbMath1157.62046MaRDI QIDQ3616275
Selahattin Kaçıranlar, Hüseyin Güler
Publication date: 24 March 2009
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610910802506630
ridge regression; mean square error; autocorrelation; multicollinearity; mixed estimation; economic example
62H12: Estimation in multivariate analysis
62J07: Ridge regression; shrinkage estimators (Lasso)
62J05: Linear regression; mixed models
65C05: Monte Carlo methods
62Q05: Statistical tables
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