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

DOI10.1007/S00362-008-0151-2zbMATH Open1247.62176OpenAlexW2014790933MaRDI QIDQ451445FDOQ451445

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

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scientific article; zbMATH DE number 5883914

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

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

Linear Statistical Inference and its Applications
Ridge Regression: Biased Estimation for Nonorthogonal Problems
Ridge Regression: Applications to Nonorthogonal Problems
An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
Title not available (Why is that?)
A Monte Carlo Evaluation of Some Ridge-Type Estimators
A new class of blased estimate in linear regression
Performance of Some New Ridge Regression Estimators
Restricted ridge estimation.
Title not available (Why is that?)
A new estimator combining the ridge regression and the restricted least squares methods of estimation
A Monte Carlo Study of Recent Ridge Parameters
More on the new biased estimator in linear regression
Simultaneous Estimation of Parameters in Different Linear Models and Applications to Biometric Problems
Centering and Scaling in Ridge Regression
Developing Ridge Parameters for SUR Model

Cited In (10)

A Monte Carlo study on the ridge parameter of the seemingly unrelated ridge regression models
Optimal estimator under risk matrix in a seemingly unrelated regression model and its generalized least squares expression
A simulation study for SURE estimators with an application in air navigation in Saudi Arabia
Local influence in seemingly unrelated regression model with ridge estimate
Developing Ridge Parameters for SUR Model
Modification of Liu-type estimator for two SUR model
Modified Liu-type estimator based on (\(r\)-\(k\)) class estimator
Ridge estimation in linear models with heteroskedastic errors
Multiple mediation analysis for interval-valued data
Definition and properties of \(m\)-dimensional \(n\)-principal points

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