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

ridge regressionsimulation studyMSEsignal-to-noise

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3221750 (Why is no real title available?)
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• Explicit and Constrained Generalized Ridge Estimation
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
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• Performance of some new preliminary test ridge regression estimators and their properties
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge and related estimation procedures: theory and practice
• Ridge regression:some simulations

Cited in

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• A new Liu-Ratio Estimator for linear regression models
• A jackknifed ridge estimator in the linear regression model with heteroscedastic or correlated errors
• The coefficient of determination in the ridge regression
• Efficient k value computation for enhanced fuzzy ridge regression
• Efficiency of Mansson’s method: Some numerical findings about the role of biasing parameter in the estimation of distributed lag model
• Modified and restricted \(r\)-\(k\) class estimators
• On the performance of some new Liu parameters for the gamma regression model
• Inequality constrained ridge regression estimator
• Penalized and ridge-type shrinkage estimators in Poisson regression model
• More on the unbiased ridge regression estimation
• Two-parameter estimator for the inverse Gaussian regression model
• On the James-Stein estimator for the poisson regression model
• Selection of the ridge parameter using mathematical programming
• Logistic Liu estimator under stochastic linear restrictions
• On some beta ridge regression estimators: method, simulation and application
• Bayesian estimation of ridge parameter under different loss functions
• WEIGHT LAD AND WEIGHT LAD RIDGE ESTIMATOR FOR SEEMINGLY UNRELATED REGRESSION MODELS
• On the performance of the poisson and the negative binomial ridge predictors
• New shrinkage parameters for the inverse Gaussian Liu regression
• A Monte Carlo Study of Recent Ridge Parameters
• A new Liu-type estimator for the Inverse Gaussian Regression Model
• Pena's statistic for the Liu regression
• A new biased estimator and variations based on the Kibria Lukman estimator
• A modified one parameter Liu estimator for Conway-Maxwell Poisson response model
• Modified two parameter regression estimator for solving the multicollinearity
• On the performance of some biased estimators in the gamma regression model: simulation and applications
• Ridge Regression – A Simulation Study
• A new improved Liu estimator for the QSAR model with inverse Gaussian response
• Developing a Liu estimator for the negative binomial regression model: method and application
• Ridge estimation in linear mixed measurement error models with stochastic linear mixed restrictions
• Development of the Aslam-Ahmad estimator for the Cox proportional and hazards regression model with multicollinearity
• New biased estimators for the Conway–Maxwell-Poisson Model
• Weighted penalized m-estimators in robust ridge regression: an application to gasoline consumption data
• On the weighted mixed Liu-type estimator under unbiased stochastic restrictions
• Performance of the almost unbiased ridge-type principal component estimator in logistic regression model
• New ridge parameter estimators for the zero-inflated Conway Maxwell Poisson ridge regression model
• Shewhart ridge profiling for the Gamma response model
• Performance of some improved estimators and their robust versions in presence of multicollinearity and outliers
• Kibria–Lukman estimator for the zero inflated negative binomial regression model: theory, simulation and applications
• Restricted Liu estimator under stochastic linear restrictions in generalized linear models: theory and applications
• Heteroscedasticity consistent ridge regression estimators in linear regression model
• A new improvement Liu-type estimator for the Bell regression model
• 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
• Local influence in linear mixed measurement error models with ridge estimation
• Extending the Liu estimator for the Cox proportional hazards regression model with multicollinearity
• A Comparison of Mixed and Ridge Estimators of Linear Models
• A new ridge estimator for linear regression model with some challenging behavior of error term
• Modified ridge-type estimator for the zero inflated negative binomial regression model
• A restricted Liu estimator for binary regression models and its application to an applied demand system
• Comparison of link functions for the estimation of logistic ridge regression: an application to urine data
• Robust estimation of the distributed lag model with multicollinearity and outliers
• A review of ridge parameter selection: minimization of the mean squared error vs. mitigation of multicollinearity
• Bagging-based ridge estimators for a linear regression model with non-normal and heteroscedastic errors
• Ridge estimator in a mixed Poisson regression model
• An almost unbiased Liu-type estimator in the linear regression model
• On the choice of the ridge parameter: a generalized maximum Tsallis entropy approach
• On a principal component two-parameter estimator in linear model with autocorrelated errors
• Modified robust ridge M-estimators for linear regression models: an application to tobacco data
• Inverse Gaussian Liu-type estimator
• New robust ridge estimators for the linear regression model with outliers
• New quantile based ridge M-estimator for linear regression models with multicollinearity and outliers
• Some Liu and ridge-type estimators and their properties under the ill-conditioned Gaussian linear regression model
• Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: a Monte Carlo evidence
• Estimation in a linear regression model with stochastic linear restrictions: a new two-parameter-weighted mixed estimator
• Generalized two-parameter estimator in linear regression model
• Another proposal about the new two-parameter estimator for linear regression model with correlated regressors
• Multicolinearity and ridge regression: results on type I errors, power and heteroscedasticity
• Liu-type estimator in Conway–Maxwell–Poisson regression model: theory, simulation and application
• A Monte Carlo study on the ridge parameter of the seemingly unrelated ridge regression models
• 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
• Modified ridge-type for the Poisson regression model: simulation and application
• A New Two-Parameter Estimator in Linear Regression
• A new robust ridge parameter estimator based on search method for linear regression model
• Two-stage Liu estimator in a simultaneous equations model
• On the ridge regression estimator with sub-space restriction
• New approaches for choosing the ridge parameters
• Air-HOLP: adaptive regularized feature screening for high dimensional correlated data
• 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
• Optimal generalized logistic estimator
• Generalized two-parameter estimators in the multinomial logit regression model: methods, simulation and application
• A jackknifed ridge estimator in probit regression model
• Predictive efficiency of ridge regression estimator
• Some ridge regression estimators for the zero-inflated Poisson model
• Liu-Type Negative Binomial Regression: A Comparison of Recent Estimators and Applications
• A simulation study on some restricted ridge regression estimators
• On ridge parameter estimators under stochastic subspace hypothesis
• A New Modified Generalized Two Parameter Estimator for linear regression model
• Some Modifications for Choosing Ridge Parameters
• A new ridge-type estimator in stochastic restricted linear regression
• A two-parameter estimator in the negative binomial regression model
• The Restricted and Unrestricted Two-Parameter 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
• A new estimator for the multicollinear logistic regression model
• A novel comparison of shrinkage methods based on multi criteria decision making in case of multicollinearity
• A note on the performance of biased estimators with autocorrelated errors
• On the stochastic restricted modified almost unbiased Liu estimator in linear regression model

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