A note on combining ridge and principal component regression

DOI10.1080/03610928508829057zbMath0592.62063MaRDI QIDQ3721629

Masuo Nomura, Tsuneharu Ohkubo

Publication date: 1985

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928508829057

zbMATH Keywords

mean square error; ordinary least squares; OLS; principal components regression; r-k class estimator; ordinary ridge regression

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

Related Items

COMBINING THE LIU ESTIMATOR AND THE PRINCIPAL COMPONENT REGRESSION ESTIMATOR, Combining the unrestricted estimators into a single estimator and a simulation study on the unrestricted estimators, Superiority of the \(r\)-\(d\) class estimator over some estimators by the mean square error matrix criterion, Comparisons of the \(r\)-\(k\) class estimator to the ordinary least squares estimator under the Pitman's closeness criterion, Mean square error matrix comparison of some estimators in linear regressions with multicollinearity, \(r-k\) class estimation in regression model with concomitant variables, Combining two-parameter and principal component regression estimators, Comparisons among some estimators in misspecified linear models with multicollinearity, Superiority of ther–kClass Estimator Over Some Estimators In A Linear Model, An optimal property of the “(r,k ) class estimators”, Combining neural networks for function approximation under conditions of sparse data: the biased regression approach

Cites Work

• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation