A Simulation Study of Some Ridge Estimators
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Publication:3899343
DOI10.2307/2287058zbMATH Open0452.62055OpenAlexW4231507951MaRDI QIDQ3899343FDOQ3899343
Publication date: 1981
Full work available at URL: https://doi.org/10.2307/2287058
Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cited In (85)
- A novel Bayesian framework to address unknown heteroscedasticity for the linear regression model
- Particle swarm optimization based ridge logistic estimator
- Generalized difference-based weighted mixed almost unbiased liu estimator in semiparametric regression models
- Modified robust ridge M-estimators for linear regression models: an application to tobacco data
- New robust ridge estimators for the linear regression model with outliers
- Using ridge regression to estimate factors affecting the number of births. A comparative study
- New heteroscedasticity-adjusted ridge estimators in linear regression model
- A nonlinear mixed–integer programming approach for variable selection in linear regression model
- Performance of some ridge regression estimators for the multinomial logit model
- Performance of some new Liu parameters for the linear regression model
- An improved and efficient biased estimation technique in logistic regression model
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- Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: A Monte Carlo evidence
- A new class of efficient and debiased two-step shrinkage estimators: method and application
- Improved high-dimensional regression models with matrix approximations applied to the comparative case studies with support vector machines
- A new ridge parameter estimator in Poisson regression with correlated predictors: optimal design approach
- A new estimator for the Gaussian linear regression model with multicollinearity
- A comparison of some new and old robust ridge regression estimators
- Modified ridge parameter estimators for log-gamma model: Monte Carlo evidence with a graphical investigation
- A modified ridge m-estimator for linear regression model with multicollinearity and outliers
- Local influence in ridge semiparametric models
- On the performance of some new Liu parameters for the gamma regression model
- A heuristic approach to combat multicollinearity in least trimmed squares regression analysis
- Optimal weighting of a priori statistics in linear estimation theory
- A restricted Liu estimator for binary regression models and its application to an applied demand system
- Robust ridge estimator in restricted semiparametric regression models
- Efficiency of the generalized difference-based Liu estimators in semiparametric regression models with correlated errors
- Some Liu and ridge-type estimators and their properties under the ill-conditioned Gaussian linear regression model
- Using improved estimation strategies to combat multicollinearity
- A revised Cholesky decomposition to combat multicollinearity in multiple regression models
- Predictability measures for ridge regression models
- A simulation study on SPSS ridge regression and ordinary least squares regression procedures for multicollinearity data
- A new Poisson Liu Regression Estimator: method and application
- More on Liu-Type Estimator in Linear Regression
- Cox regression analysis in presence of collinearity: an application to assessment of health risks associated with occupational radiation exposure
- Optimal generalized logistic estimator
- Some ridge regression estimators for the zero-inflated Poisson model
- On ridge parameter estimators under stochastic subspace hypothesis
- Characterization of Ridge Trace Behavior
- Choice of the ridge factor from the correlation matrix determinant
- A note on the performance of biased estimators with autocorrelated errors
- Least trimmed squares ridge estimation in partially linear regression models
- Quantile based estimation of biasing parameters in ridge regression model
- A monte carlo study of collinearity in linear simultaneous equation models∗
- Preliminary test and Stein-type shrinkage ridge estimators in robust regression
- A class of biased estimators based on QR decomposition
- A new improved estimator for reducing the multicollinearity effects
- Developing ridge estimation method for median regression
- Variance Inflation Factor and Condition Number in multiple linear regression
- Tuning Parameter Selection and Various Good Fitting Characteristics for the Liu-Type Estimator in Linear Regression
- Improved ridge regression estimators for the logistic regression model
- Performance of Kibria's methods in partial linear ridge regression model
- Optimal partial ridge estimation in restricted semiparametric regression models
- Shrinkage ridge estimators in semiparametric regression models
- Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion
- On the restricted almost unbiased Liu estimator in the logistic regression model
- A comparison of biased regression estimators using a pitman nearness criterion
- An improved model averaging scheme for logistic regression
- Fractional principal components regression: a general approach to biased estimators
- On Some Ridge Regression Estimators: An Empirical Comparisons
- Partial ridge regression under multicollinearity
- On some ridge regression estimators: a nonparametric approach
- Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
- On Liu-type biased estimators in measurement error models
- A new difference-based weighted mixed Liu estimator in partially linear models
- Ridge estimation of transfer function weights
- Optimal determination of the parameters of some biased estimators using genetic algorithm
- Performance of some ridge estimators for the gamma regression model
- Fuzzy ridge regression with fuzzy input and output
- The general expressions for the moments of lawless and wang's ordinary ridge regression estimator
- A simulation study of deterministic ridge estimators
- Combining the Liu-type estimator and the principal component regression estimator
- On the estimation of Bell regression model using ridge estimator
- Robust Dawoud–Kibria estimator for handling multicollinearity and outliers in the linear regression model
- Some improved estimation strategies in high-dimensional semiparametric regression models with application to riboflavin production data
- Bayesian estimation of the biasing parameter for ridge regression: A novel approach
- A dual estimator as a tool for solving regression problems
- Pseudo estimation and variable selection in regression
- Small sample properties of a ridge regression estimator when there exist omitted variables
- Collinearity diagnostic applied in ridge estimation through the variance inflation factor
- Aggregation of preferences by the generalized row sum method
- Estimation of the signal-to-noise in the linear regression model
- Efficiency of the generalized-difference-based weighted mixed almost unbiased two-parameter estimator in partially linear model
- Performance of Some New Ridge Regression Estimators
- The coefficient of determination in the ridge regression
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