Tests of regression coefficients under ridge regression models

DOI10.1080/00949650008812006zbMath0966.62042MaRDI QIDQ4500670

Mohamed Y. El-Bassiouni, Adel M. Halawa

Publication date: 17 August 2001

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650008812006

zbMATH Keywords

simulation; ridge regression; least squares; \(t\)-test; biasing factors

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62F03: Parametric hypothesis testing

Related Items

Multicolinearity and ridge regression: results on type I errors, power and heteroscedasticity, Performance of some new Liu parameters for the linear regression model, Addressing the distributed lag models with heteroscedastic errors, Choice of the ridge factor from the correlation matrix determinant, The Almon M-estimator for the distributed lag model in the presence of outliers, Beyond support in two-stage variable selection, Using Heteroscedasticity-Consistent Standard Errors for the Linear Regression Model with Correlated Regressors

Uses Software

• lmridge

Cites Work

• Bounds of the F-ratio incorporating the ordinary ridge regression estimator
• The sampling distribution of shrinkage estimators and their F-ratios in the regression model
• Ridge Regression: Degrees of Freedom in the Analysis of Variance
• Ridge regression:some simulations
• Classical F-Tests and Confidence Regions for Ridge Regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems