MEAN SQUARED ERROR COMPARISONS OF SOME BIASED REGRESSION ESTIMATORS

DOI10.1081/STA-100002036zbMATH Open1009.62559MaRDI QIDQ4540592FDOQ4540592

Authors: Sadullah Sakallıoğlu, Selahattin Kaçıranlar, F. Akdeniz 

Publication date: 28 July 2002

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

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Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems
• A new class of blased estimate in linear regression
• On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
• On the almost unbiased ridge regression estimator
• Title not available (Why is that?)
• Ridge regression:some simulations
• Title not available (Why is that?)
• A simulation study of ridge and other regression estimators
• Ridge regression iterative estimation of the biasing parameter
• Generalized mean squared error comparisons of biased regression estimators

Cited In (30)

• A new biased estimator based on ridge estimation
• The Research on Two Kinds of Restricted Biased Estimators Based on Mean Squared Error Matrix
• Mean squared error matrix comparisons between biased estimators — An overview of recent results
• Title not available (Why is that?)
• Another proposal about the new two-parameter estimator for linear regression model with correlated regressors
• Using Liu estimator for detection of influential observations in linear measurement error models
• Ridge Estimation to the Restricted Linear Model
• Two-stage Liu estimator in a simultaneous equations model
• Preliminary test Liu estimators based on the conflicting W, LR and LM tests in a regression model with multivariate Student-\(t\) error
• Bias and Mean Square Error of the Sample Roots Under the Contaminated Gaussian Model
• Mean Squared Error Matrix Comparisons of Some Restricted Almost Unbiased Estimators
• A new Liu-type estimator in linear regression model
• Title not available (Why is that?)
• Improvement of the Liu Estimator in Weighted Mixed Regression
• Superiority of the \(r\)-\(d\) class estimator over some estimators by the mean square error matrix criterion
• Comparisons among some estimators in misspecified linear models with multicollinearity
• Assessing influence on the Liu estimates in linear regression models
• A comparison of biased regression estimators using a pitman nearness criterion
• On the euclidean distance between biased estimators
• Evaluation of the predictive performance of the \(r\)-\(k\) and \(r\)-\(d\) class estimators
• The modified Liu-ridge-type estimator: a new class of biased estimators to address multicollinearity
• COMBINING THE LIU ESTIMATOR AND THE PRINCIPAL COMPONENT REGRESSION ESTIMATOR
• Evaluation of the predictive performance of the Liu estimator
• Title not available (Why is that?)
• Using Liu-Type Estimator to Combat Collinearity
• Biases and standard errors of standardized regression coefficients
• Matrix mean squared error comparisons of some biased estimators with two biasing parameters
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
• APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
• A Prediction-Oriented Criterion for Choosing the Biasing Parameter in Liu Estimation

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