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

DOI10.1007/S00362-008-0151-2MaRDI QIDQ451445zbMATH OpenOpenAlexFDO

Authors 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

multicollinearityMonte Carlo simulationsbiased estimatorLiu estimatorrestricted generalized least squares estimatorSUR restricted ridge estimator

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 193897 (Why is no real title available?)
• scientific article; zbMATH DE number 1484400 (Why is no real title available?)
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A Monte Carlo Study of Recent Ridge Parameters
• A new class of blased estimate in linear regression
• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Centering and Scaling in Ridge Regression
• Developing Ridge Parameters for SUR Model
• Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
• Linear Statistical Inference and its Applications
• More on the new biased estimator in linear regression
• Performance of Some New Ridge Regression Estimators
• Restricted ridge estimation.
• Ridge Regression: Applications to Nonorthogonal Problems
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Simultaneous Estimation of Parameters in Different Linear Models and Applications to Biometric Problems

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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