General linear estimators under the prediction error sum of squares criterion in a linear regression model

DOI10.1080/02664763.2011.646963OpenAlexW1983811804MaRDI QIDQ5127042

Bo Li, Xu-Qing Liu

Publication date: 21 October 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2011.646963

zbMATH Keywords

linear regressiongeneral linear estimatormodified general linear estimatorprediction error sum of squares

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (1)

Predictive performance of linear regression models

Cites Work

• Improved Liu estimator in a linear regression model
• Linearized Ridge Regression Estimator in Linear Regression
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A new class of blased estimate in linear regression
• The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
• A Prediction-Oriented Criterion for Choosing the Biasing Parameter in Liu Estimation
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems
• Mean Square Error of Prediction as a Criterion for Selecting Variables

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