A bayesiak comparison of some estimators used in linear regression with multicollinear data

DOI10.1080/03610927808827646MaRDI QIDQ4189982zbMATH OpenOpenAlexFDO

Authors Samuel D. Oman

Publication date 1978

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

Full work available at URL https://doi.org/10.1080/03610927808827646

zbMATH Keywords

ComparisonLinear RegressionBayes EstimatorsRidge RegressionBiased EstimationShrinkage EstimatorsMulticollinear DataMultiple Regression ModelPrincipal Components RegressionStein Estimate

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites work

• scientific article; zbMATH DE number 3497220 (Why is no real title available?)
• scientific article; zbMATH DE number 3578234 (Why is no real title available?)
• A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
• Choosing shrinkage estimators for regression problems
• Estimation with quadratic loss.

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