A simulation study on the size and power properties of some ridge regression tests

MaRDI QIDQ5210445zbMATH OpenFDO

Authors B. M. Golam Kibria, Shipra Banik

Publication date 20 January 2020

Full work available at URL http://www.pvamu.edu/aam/wp-content/uploads/sites/182/2019/12/07-R1268_AAM_Kibria_MK_020719_Posted_121119.pdf

zbMATH Keywords

\(t\)-testempirical powerridge regressionsimulation studysize of testtype I error

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited in

(4)

• Size and power properties of some tests in the Birnbaum-Saunders regression model
• Tests of regression coefficients under ridge regression models
• Comparison of partial least squares with other prediction methods via generated data
• Performance of some test statistics for testing the regression coefficients for the one- and two-parameter multicollinear Gaussian multiple linear regression models: an empirical comparison

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