Confidence intervals in ridge regression by bootstrapping the dependent variable: a simulation study

DOI10.1080/03610919508813264zbMATH Open0850.62533OpenAlexW2044018350MaRDI QIDQ4859863FDOQ4859863

Authors

Publication date 15 January 1996

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

Full work available at URL https://doi.org/10.1080/03610919508813264

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Parametric tolerance and confidence regions (62F25) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites work

• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• scientific article; zbMATH DE number 3350922 (Why is no real title available?)
• A simulation study of ridge and other regression estimators
• Bootstrap inversion of Edgeworth expansions for nonparametric confidence intervals
• Exact moments of lawless and wang's operational ridge regression estimator
• Finite Sample Properties of Ridge Estimators
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
• On the bootstrap and confidence intervals
• Ridge Regression: Applications to Nonorthogonal Problems
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge estimated confidence intervals:a monte carlo evaluaion
• Ridge regression:some simulations

Cited in

(6)

• Penalized partial likelihood regression for right-censored data with bootstrap selection of the penalty parameter
• Cox regression analysis in presence of collinearity: an application to assessment of health risks associated with occupational radiation exposure
• Asymptotic confidence intervals in ridge regression based on the Edgeworth expansion
• Improving the estimation precision for a selected parameter in multiple regression analysis: An algebraic approach
• A note on a commonly used ridge regression Monte Carlo design
• Applied regression analysis bibliography update 1994-97

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