Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies

DOI10.1007/s00362-008-0151-2zbMath1247.62176MaRDI QIDQ451445

M. A. Alkhamisi

Publication date: 23 September 2012

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-008-0151-2

zbMATH Keywords

Monte Carlo simulations; multicollinearity; Liu estimator; biased estimator; restricted generalized least squares estimator; SUR restricted ridge estimator

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

65C05: Monte Carlo methods

Related Items

Local influence in seemingly unrelated regression model with ridge estimate, MODIFICATION OF LIU-TYPE ESTIMATOR FOR TWO SUR MODEL, Modified Liu-Type Estimator Based on (r − k) Class Estimator, Modified Liu-Type Estimator Based on (r − k) Class Estimator, A Monte Carlo study on the ridge parameter of the seemingly unrelated ridge regression models, Ridge estimation in linear models with heteroskedastic errors, Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression, Multiple mediation analysis for interval-valued data

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Restricted ridge estimation.
• Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
• A Monte Carlo Study of Recent Ridge Parameters
• Simultaneous Estimation of Parameters in Different Linear Models and Applications to Biometric Problems
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• Centering and Scaling in Ridge Regression
• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• A new class of blased estimate in linear regression
• Performance of Some New Ridge Regression Estimators
• Developing Ridge Parameters for SUR Model
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems
• Linear Statistical Inference and its Applications
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias