Performance of Some New Ridge Regression Estimators

DOI10.1081/SAC-120017499zbMATH Open1075.62588OpenAlexW2020364685MaRDI QIDQ4707014FDOQ4707014

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

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zbMATH Keywords

ridge regressionsimulation studyMSEsignal-to-noise

Mathematics Subject Classification ID

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

Cites Work

• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Biased Estimation in Regression: An Evaluation Using Mean Squared Error
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A Simulation Study of Some Ridge Estimators
• Ridge regression:some simulations
• Performance of some new preliminary test ridge regression estimators and their properties
• Title not available (Why is that?)
• On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances
• A simulation study of ridge and other regression estimators
• Ridge and related estimation procedures: theory and practice
• A Class of Biased Estimators in Linear Regression
• Explicit and Constrained Generalized Ridge Estimation
• A Comparison of Ridge Estimators
• A Simulation Study of Alternatives to Ordinary Least Squares
• A procedure for determination of a good ridge parameter in linear regression
• Estimation of the signal-to-noise in the linear regression model

Cited In (only showing first 100 items - show all)

• A jackknifed ridge estimator in the linear regression model with heteroscedastic or correlated errors
• Two-parameter estimator for the inverse Gaussian regression model
• Logistic Liu estimator under stochastic linear restrictions
• A Monte Carlo Study of Recent Ridge Parameters
• More on the unbiased ridge regression estimation
• Ridge Regression – A Simulation Study
• Ridge estimation in linear mixed measurement error models with stochastic linear mixed restrictions
• On the weighted mixed Liu-type estimator under unbiased stochastic restrictions
• A Comparison of Mixed and Ridge Estimators of Linear Models
• On a principal component two-parameter estimator in linear model with autocorrelated errors
• Some Liu and ridge-type estimators and their properties under the ill-conditioned Gaussian linear regression model
• Estimation in a linear regression model with stochastic linear restrictions: a new two-parameter-weighted mixed estimator
• The weighted ridge estimation for linear mixed models with measurement error under stochastic linear mixed restrictions
• The new mixed ridge estimator in a linear mixed model with measurement error under stochastic linear mixed restrictions
• A New Two-Parameter Estimator in Linear Regression
• Two-stage Liu estimator in a simultaneous equations model
• New approaches for choosing the ridge parameters
• Performance of the principal component two-parameter estimator in misspecified linear regression model
• Improved two-parameter estimators for the negative binomial and Poisson regression models
• Some ridge regression estimators for the zero-inflated Poisson model
• A new ridge-type estimator in stochastic restricted linear regression
• The Restricted and Unrestricted Two-Parameter Estimators
• A two-parameter estimator in the negative binomial regression model
• Some Modifications for Choosing Ridge Parameters
• A note on the performance of biased estimators with autocorrelated errors
• On the stochastic restricted modified almost unbiased Liu estimator in linear regression model
• Efficiency of a stochastic restricted two-parameter estimator in linear regression
• Quantile based estimation of biasing parameters in ridge regression model
• Recent results in ridge regression methods
• A note on a commonly used ridge regression Monte Carlo design
• Preliminary test and Stein-type shrinkage ridge estimators in robust regression
• An iterative approach to minimize the mean squared error in ridge regression
• New modified two-parameter Liu estimator for the Conway–Maxwell Poisson regression model
• Two parameter estimators for the Conway–Maxwell–Poisson regression model
• A new improved estimator for reducing the multicollinearity effects
• Performance of Kibria's method for the heteroscedastic ridge regression model: some Monte Carlo evidence
• A combined nonlinear programming model and Kibria method for choosing ridge parameter regression
• Modified ridge regression estimators
• Shrinkage ridge regression in partial linear models
• Improvement of the Liu Estimator in Weighted Mixed Regression
• \(r\)-\(k\) class estimator in the linear regression model with correlated errors
• Improved ridge regression estimators for the logistic regression model
• Restricted ridge estimator in the logistic regression model
• Singular ridge regression with stochastic constraints
• An information criterion for normal regression estimation
• More on the restricted Liu estimator in the logistic regression model
• Performance of Kibria's methods in partial linear ridge regression model
• Modified almost unbiased Liu estimator in linear regression model
• Modified almost unbiased Liu estimator in logistic regression
• Modified Liu-type estimator based on (\(r\)-\(k\)) class estimator
• On the restricted almost unbiased Liu estimator in the logistic regression model
• Ridge regression and generalized maximum entropy: an improved version of the ridge-GME parameter estimator
• Superiority of ther–kClass Estimator Over Some Estimators In A Linear Model
• \(r\)-\(d\) class estimator under misspecification
• Ridge Estimation under the Stochastic Restriction
• A new two-parameter estimator for the Poisson regression model
• The optimal extended balanced loss function estimators
• OCReP: an optimally conditioned regularization for pseudoinversion based neural training
• On Some Ridge Regression Estimators: An Empirical Comparisons
• A simulation study of some biasing parameters for the ridge type estimation of Poisson regression
• A new modified jackknifed estimator for the Poisson regression model
• A new Poisson Liu regression estimator: method and application
• Modified almost unbiased two-parameter estimator for the Poisson regression model with an application to accident data
• Concentration reversals in ridge regression
• Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
• Performance of some ridge estimators for the gamma regression model
• A note on adaptive generalized ridge regression estimator
• A generalized stochastic restricted ridge regression estimator
• Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies
• Ridge-GME estimation in linear mixed models
• The relative efficiency of the restricted estimators in linear regression models
• Seemingly unrelated ridge regression in semiparametric models
• The feasible generalized restricted ridge regression estimator
• Performance of some stochastic restricted ridge estimator in linear regression model
• Matrix mean squared error comparisons of some biased estimators with two biasing parameters
• A simulation study of some ridge regression estimators under different distributional assump\-tions
• On ridge parameters in logistic regression
• Definition and properties of \(m\)-dimensional \(n\)-principal points
• On the restricted Liu estimator in the logistic regression model
• A Tobit ridge regression estimator
• Ridge estimation in linear mixed measurement error models using generalized maximum entropy
• Generalized preliminary test stochastic restricted estimator in the linear regression model
• Penalized and ridge-type shrinkage estimators in Poisson regression model
• Inequality constrained ridge regression estimator
• Selection of the ridge parameter using mathematical programming
• New shrinkage parameters for the inverse Gaussian Liu regression
• A restricted Liu estimator for binary regression models and its application to an applied demand system
• 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
• A Monte Carlo study on the ridge parameter of the seemingly unrelated ridge regression models
• On the ridge regression estimator with sub-space restriction
• Optimal generalized logistic estimator
• Liu-Type Negative Binomial Regression: A Comparison of Recent Estimators and Applications
• A simulation study on some restricted ridge regression estimators
• Performance of some ridge parameters for probit regression: with application to Swedish job search data
• Choice of the ridge factor from the correlation matrix determinant
• Performance analysis of the preliminary test estimator with series of stochastic restrictions
• Liu-type estimator for the gamma regression model
• Restricted ridge estimator in generalized linear models: Monte Carlo simulation studies on Poisson and binomial distributed responses
• Positive-rule Stein-type almost unbiased ridge estimator in linear regression model

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