Tests of regression coefficients under ridge regression models

DOI10.1080/00949650008812006zbMATH Open0966.62042OpenAlexW2137128340MaRDI QIDQ4500670FDOQ4500670

Authors: Adel M. Halawa, Mohamed Y. El-Bassiouni 

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

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zbMATH Keywords

ridge regressionsimulationleast squares\(t\)-testbiasing factors

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

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

Cited In (14)

• A simulation study on the size and power properties of some ridge regression tests
• Multicolinearity and ridge regression: results on type I errors, power and heteroscedasticity
• Addressing the distributed lag models with heteroscedastic errors
• Choice of the ridge factor from the correlation matrix determinant
• The general linear test in the ridge regression
• Globaltest confidence regions and their application to ridge regression
• On tests for normality of experimental error in ridge regression
• The Almon M-estimator for the distributed lag model in the presence of outliers
• Performance of some new Liu parameters for the linear regression model
• A test of harmful multicollinearity: A generalized ridge regression approach
• Using heteroscedasticity-consistent standard errors for the linear regression model with correlated regressors
• Effect of W, LR, and LM Tests on the Performance of Preliminary Test Ridge Regression Estimators
• Beyond support in two-stage variable selection
• The coefficient of determination in the ridge regression

Uses Software

• lmridge

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