Performance of Some New Ridge Regression Estimators

DOI10.1081/SAC-120017499MaRDI QIDQ4707014zbMATH OpenOpenAlexFDO

Authors B. M. Golam Kibria

Publication date 4 June 2003

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/sac-120017499

zbMATH Keywords

MSEridge regressionsignal-to-noisesimulation study

Mathematics Subject Classification ID

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

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Cites work

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• A simulation study of ridge and other regression estimators
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• Estimation of the signal-to-noise in the linear regression model
• Explicit and Constrained Generalized Ridge Estimation
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• scientific article; zbMATH DE number 3221750 (Why is no real title available?)
• On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances
• Performance of some new preliminary test ridge regression estimators and their properties
• Ridge and related estimation procedures: theory and practice
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge regression:some simulations

Cited in

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• Concentration reversals in ridge regression
• OCReP: an optimally conditioned regularization for pseudoinversion based neural training
• Modified almost unbiased Liu estimator in linear regression model
• A note on the performance of biased estimators with autocorrelated errors
• A new two-parameter estimator for the Poisson regression model
• The optimal extended balanced loss function estimators
• Optimal stochastic restricted logistic estimator
• Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm
• Profile monitoring for count data using Poisson and Conway-Maxwell-Poisson regression-based control charts under multicollinearity problem
• On a principal component two-parameter estimator in linear model with autocorrelated errors
• Performance of Kibria's methods in partial linear ridge regression model
• Improved ridge regression estimators for the logistic regression model
• Pseudo estimation and variable selection in regression
• Performance of some stochastic restricted ridge estimator in linear regression model
• Preliminary test and Stein-type shrinkage ridge estimators in robust regression
• An iterative approach to minimize the mean squared error in ridge regression
• Feasible generalized Stein-rule restricted ridge regression estimators
• Iterative algorithms of biased estimation methods in binary logistic regression
• A first-order approximated jackknifed ridge estimator in binary logistic regression
• Logistic Liu estimator under stochastic linear restrictions
• Inequality constrained ridge regression estimator
• Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
• More on the unbiased ridge regression estimation
• Almost unbiased Liu-type estimators in gamma regression model
• Restricted two parameter ridge estimator
• r-d class estimator under misspecification
• Further research on the principal component two-parameter estimator in linear model
• Positive-rule Stein-type almost unbiased ridge estimator in linear regression model
• A non stochastic ridge regression estimator and comparison with the James-Stein estimator
• A Tobit ridge regression estimator
• A New Ridge Regression Causality Test in the Presence of Multicollinearity
• A new asymmetric interaction ridge (AIR) regression method
• New Ridge Regression Estimator in Semiparametric Regression Models
• Shrinkage ridge regression in partial linear models
• Generalized preliminary test stochastic restricted estimator in the linear regression model
• More on the two-parameter estimation in the restricted regression
• Feasible ridge estimator in seemingly unrelated semiparametric models
• Ridge Estimation under the Stochastic Restriction
• Variations on ridge traces in regression
• Superiority of ther–kClass Estimator Over Some Estimators In A Linear Model
• Ridge estimator with correlated errors and two-stage ridge estimator under inequality restrictions
• Efficiency of a stochastic restricted two-parameter estimator in linear regression
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• A simulation study of some ridge regression estimators under different distributional assump\-tions
• On ridge parameters in logistic regression
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• Seemingly unrelated ridge regression in semiparametric models
• Modified Ridge Parameters for Seemingly Unrelated Regression Model
• New Shrinkage Parameters for the Liu-type Logistic Estimators
• The relative efficiency of the restricted estimators in linear regression models
• Defining a two-parameter estimator: a mathematical programming evidence
• Are most proposed ridge parameter estimators skewed and do they have any effect on MSE values?
• Improving prediction by means of a two parameter approach in linear mixed models
• Robust Dawoud–Kibria estimator for handling multicollinearity and outliers in the linear regression model
• On the Liu estimation of Bell regression model in the presence of multicollinearity
• Some Modifications for Choosing Ridge Parameters
• A Monte Carlo Study of Recent Ridge Parameters
• A note on a commonly used ridge regression Monte Carlo design
• A New Two-Parameter Estimator in Linear Regression
• A Comparison of Mixed and Ridge Estimators of Linear Models
• On Some Ridge Regression Estimators: An Empirical Comparisons
• A simulation study of deterministic ridge estimators
• Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies
• Performance of the Stein-type two-parameter estimator in multiple linear regression model
• Matrix mean squared error comparisons of some biased estimators with two biasing parameters
• On the performance of the Jackknifed Liu-type estimator in linear regression model
• On the ridge regression estimator with sub-space restriction
• Two-parameter ridge estimator in the binary logistic regression
• On the weighted mixed Liu-type estimator under unbiased stochastic restrictions
• Performance analysis of the preliminary test estimator with series of stochastic restrictions
• Optimal generalized logistic estimator
• Restricted ridge estimator in the logistic regression model
• Study of partial least squares and ridge regression methods
• Liu-Type Negative Binomial Regression: A Comparison of Recent Estimators and Applications
• Some Liu and ridge-type estimators and their properties under the ill-conditioned Gaussian linear regression model
• Performance of some ridge parameters for probit regression: with application to Swedish job search data
• A simulation study on some restricted ridge regression estimators
• Selection of the ridge parameter using mathematical programming
• Modified ridge regression estimators
• Estimation in a linear regression model with stochastic linear restrictions: a new two-parameter-weighted mixed estimator
• Two-stage Liu estimator in a simultaneous equations model
• Pena's statistic for the Liu regression
• On the performance of some new Liu parameters for the gamma regression model
• Evaluation of the predictive performance of the r-k and r-d class estimators
• Ridge regression and generalized maximum entropy: an improved version of the ridge-GME parameter estimator
• More on the restricted Liu estimator in the logistic regression model
• Predictive efficiency of ridge regression estimator
• Comparison of partial least squares with other prediction methods via generated data
• Multicolinearity and ridge regression: results on type I errors, power and heteroscedasticity
• A new Poisson Liu regression estimator: method and application
• Modified two parameter regression estimator for solving the multicollinearity
• Modified ridge-type estimator for the gamma regression model
• On the James-Stein estimator for the poisson regression model
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• New ridge estimators in the inverse Gaussian regression: Monte Carlo simulation and application to chemical data
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• The modified Liu-ridge-type estimator: a new class of biased estimators to address multicollinearity
• Bayesian estimation of the biasing parameter for ridge regression: A novel approach
• A new class of efficient and debiased two-step shrinkage estimators: method and application

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