On Some Ridge Regression Estimators: An Empirical Comparisons

Point estimation (62F10) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Monte Carlo methods (65C05)

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Cites work

A Monte Carlo Evaluation of Some Ridge-Type Estimators
A new biased estimator based on ridge estimation
A Simulation Study of Alternatives to Ordinary Least Squares
A simulation study of ridge and other regression estimators
A Simulation Study of Some Ridge Estimators
A simulation study on SPSS ridge regression and ordinary least squares regression procedures for multicollinearity data
Developing Ridge Parameters for SUR Model
scientific article; zbMATH DE number 3076197 (Why is no real title available?)
Performance of some new preliminary test ridge regression estimators and their properties
Ridge Regression: Biased Estimation for Nonorthogonal Problems
Some Modifications for Choosing Ridge Parameters
Theory of Preliminary Test and Stein‐Type Estimation With Applications
Using Liu-Type Estimator to Combat Collinearity

Cited in

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Concentration reversals in ridge regression
Comparison of biasing parameter computational techniques in ridge-type estimation
Preliminary test estimation in system regression models in view of asymmetry
A new two-parameter estimator for the Poisson regression model
The optimal extended balanced loss function estimators
Combining two-parameter and principal component regression estimators
Shrinkage ridge estimators in semiparametric regression models
Model averaging estimator in ridge regression and its large sample properties
Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors
Performance of Kibria's methods in partial linear ridge regression model
Improved ridge regression estimators for the logistic regression model
Preliminary test and Stein-type shrinkage ridge estimators in robust regression
Shrinkage estimation in system regression model
An iterative approach to minimize the mean squared error in ridge regression
Some improved estimation strategies in high-dimensional semiparametric regression models with application to riboflavin production data
The superiority of a ridge estimator of regression parameters under the Pitman closeness criterion
Improving the `HKB' ordinary type ridge estimator
On the choice of the parameter of the ridge regression
Bayesian estimation of the log-linear exponential regression model with censorship and collinearity
A non stochastic ridge regression estimator and comparison with the James-Stein estimator
A Tobit ridge regression estimator
A New Ridge Regression Causality Test in the Presence of Multicollinearity
A new asymmetric interaction ridge (AIR) regression method
New Ridge Regression Estimator in Semiparametric Regression Models
Shrinkage ridge regression in partial linear models
More on the two-parameter estimation in the restricted regression
Ridge Estimation under the Stochastic Restriction
Variations on ridge traces in regression
On developing ridge regression parameters: a graphical investigation
Tracking MSE efficiencies in ridge regression
On the choice of the ridge parameter: a maximum entropy approach
A simulation study of some ridge regression estimators under different distributional assump\-tions
On ridge parameters in logistic regression
Computational method for jackknifed generalized ridge tuning parameter based on generalized maximum entropy
Modified Ridge Parameters for Seemingly Unrelated Regression Model
New Shrinkage Parameters for the Liu-type Logistic Estimators
Regularization with maximum entropy and quantum electrodynamics: the MERG(E) estimators
Ridge Regression — 1980: Advances, Algorithms, and Applications
Are most proposed ridge parameter estimators skewed and do they have any effect on MSE values?
Improving prediction by means of a two parameter approach in linear mixed models
A Monte Carlo Study of Recent Ridge Parameters
A general class of estimators for the linear regression model affected by collinearity and outliers
A simulation study of deterministic ridge estimators
Bounds of the F-ratio incorporating the ordinary ridge regression estimator
Optimal generalized logistic estimator
Restricted ridge estimator in the logistic regression model
Study of partial least squares and ridge regression methods
Liu and Ridge Estimators-A Comparison
Performance of Some New Ridge Regression Estimators
Some Liu and ridge-type estimators and their properties under the ill-conditioned Gaussian linear regression model
Performance of some ridge parameters for probit regression: with application to Swedish job search data
A simulation study on some restricted ridge regression estimators
Selection of the ridge parameter using mathematical programming
Modified ridge regression estimators
On the performance of some new Liu parameters for the gamma regression model
Evaluation of the predictive performance of the r-k and r-d class estimators
Ridge regression and generalized maximum entropy: an improved version of the ridge-GME parameter estimator
On the James-Stein estimator for the poisson regression model
New ridge estimators in the inverse Gaussian regression: Monte Carlo simulation and application to chemical data
Two-parameter estimator for the inverse Gaussian regression model
Ridge estimation in linear mixed measurement error models using generalized maximum entropy
Bayesian estimation of the biasing parameter for ridge regression: A novel approach
Optimum shrinkage parameter selection for ridge type estimator of Tobit model
On some beta ridge regression estimators: method, simulation and application
Performance of some new Liu parameters for the linear regression model
Bayesian estimation of ridge parameter under different loss functions
Modified ridge parameter estimators for log-gamma model: Monte Carlo evidence with a graphical investigation
A comparison of some new and old robust ridge regression estimators
Bayesian estimation of the shrinkage parameter in ridge regression
A Jackknifed estimators for the negative binomial regression model
Shrinkage parameter selection via modified cross-validation approach for ridge regression model
Estimation of variance components, heritability and the ridge penalty in high-dimensional generalized linear models
Efficiency of Mansson’s method: Some numerical findings about the role of biasing parameter in the estimation of distributed lag model
On the performance of some biased estimators in the gamma regression model: simulation and applications
Choice of the ridge factor from the correlation matrix determinant
A new Liu-type estimator for the Inverse Gaussian Regression Model
Uncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errors
A jackknifed ridge estimator in probit regression model
Some ridge regression estimators for the zero-inflated Poisson model
A new modified jackknifed estimator for the Poisson regression model
On the restricted almost unbiased Liu estimator in the logistic regression model
New approaches for choosing the ridge parameters
Performance of some ridge regression estimators for the multinomial logit model
A generalized stochastic restricted ridge regression estimator
Jackknifing the Ridge Regression Estimator: A Revisit
Performance of some weighted Liu estimators for logit regression model: an application to Swedish accident data
On the restricted Liu estimator in the logistic regression model
Singular ridge regression with stochastic constraints
A simulation study of some biasing parameters for the ridge type estimation of Poisson regression
Performance of Kibria, Khalaf, and Shurkur's methods when the eigenvalues are skewed
Semi-supervised learning with regularized Laplacian
Definition and properties of \(m\)-dimensional \(n\)-principal points
Modified Liu-type estimator based on (\(r\)-\(k\)) class estimator
Performance of Kibria's method for the heteroscedastic ridge regression model: some Monte Carlo evidence
A combined nonlinear programming model and Kibria method for choosing ridge parameter regression
Ridge Regression – A Simulation Study
scientific article; zbMATH DE number 4184775 (Why is no real title available?)
A new robust ridge parameter estimator based on search method for linear regression model
A new kind of stochastic restricted biased estimator for logistic regression model
Modified ridge-type for the Poisson regression model: simulation and application

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