A Simulation Study of Alternatives to Ordinary Least Squares
From MaRDI portal
Publication:4142559
DOI10.2307/2286909zbMath0366.62086OpenAlexW4251022750MaRDI QIDQ4142559
Martin Schatzoff, Nanny Wermuth, Arthur P. Dempster
Publication date: 1977
Full work available at URL: https://doi.org/10.2307/2286909
Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Factorial statistical designs (62K15)
Related Items
A new algorithm for latent root regression analysis, What are the Most Important Statistical Ideas of the Past 50 Years?, An Approximate Bayesian Approach to Model-assisted Survey Estimation with Many Auxiliary Variables, Bayesian estimation of the biasing parameter for ridge regression: A novel approach, A simulation study on comparison of prediction methods when only a few components are relevant, Anomalies in the Foundations of Ridge Regression, Predictability measures for ridge regression models, 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, Quantile based estimation of biasing parameters in ridge regression model, Approximated Bayes and empirical Bayes confidence intervals - the known variance case, A ridge-like method for simultaneous estimation of simultaneous equations, Empirical bayes estimation of the mean in a multivariate normal distribution, Optimal determination of the parameters of some biased estimators using genetic algorithm, Ridge estimation in generalized linear models and proportional hazards regressions, Structured penalties for functional linear models -- partially empirical eigenvectors for regression, Optimization methods for regularization-based ill-posed problems: a survey and a multi-objective framework, Performance of some ridge regression estimators for the multinomial logit model, A comparison of biased regression estimators using a pitman nearness criterion, Model averaging estimator in ridge regression and its large sample properties, On Some Ridge Regression Estimators: An Empirical Comparisons, Predicting Multivariate Response in Linear Regression Model, Performance of Some New Ridge Regression Estimators, Pseudo estimation and variable selection in regression, Mean square error behavior for prediction in linear regression models, Inferring the dynamics of rising radical right-wing party support using Gaussian processes, On a modification of Marquardt's compromise: Rationale and applications, A simulation study of biased estimators against the ordinary least squares estimator, An iterative approach to minimize the mean squared error in ridge regression