Two methods of evaluating hoerl and kennard's ridge regression

DOI10.1080/03610927808827697zbMath0393.62027OpenAlexW2083891672MaRDI QIDQ4176308

Paul N. Rappoport, Jatinder S. Mehta, P. A. V. B. Swamy

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1080/03610927808827697

zbMATH Keywords

Monte CarloBiasedEconomic RelationshipsEstimating CoefficientsHoerl-Kennard Ridge Regression MethodPriori InformationRelative EfficienciesSample DataStructural Equation

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Monte Carlo methods (65C05)

Related Items (23)

Robust ridge estimator in restricted semiparametric regression models ⋮ The existence of moments of ridge-like k-class and partially restricted reduced form estimators ⋮ Seemingly Unrelated Ridge Regression in Semiparametric Models ⋮ Feasible ridge estimator in partially linear models ⋮ A ridge-like method for simultaneous estimation of simultaneous equations ⋮ The efficiency of estimating a random coefficient model ⋮ On ridge parameter estimators under stochastic subspace hypothesis ⋮ A comparison of estimators for undersized samples ⋮ Linear prediction and estimation methods for regression models with stationary stochastic coefficients ⋮ An examination of distributed lag model coefficients estimated with smoothness priors ⋮ Ridge regression methodology in partial linear models with correlated errors ⋮ Ridge estimation in semiparametric linear measurement error models ⋮ Semiparametric Ridge Regression Approach in Partially Linear Models ⋮ A Simulation Study on Some Restricted Ridge Regression Estimators ⋮ Ridge Estimation to the Restricted Linear Model ⋮ Optimal partial ridge estimation in restricted semiparametric regression models ⋮ Shrinkage ridge estimators in semiparametric regression models ⋮ Relative efficiencies of some simple Bayes estimators of coefficients in dynamic models. I ⋮ The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model ⋮ Relative efficiencies of some simple Bayes estimators of coefficients in a dynamic equation with serially correlated errors. II ⋮ New Ridge Regression Estimator in Semiparametric Regression Models ⋮ Shrinkage ridge regression in partial linear models ⋮ Ridge estimation in regression problems with autocorrelated errors: A monte carlo study

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• Ridge Regression: Biased Estimation for Nonorthogonal Problems
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