Using improved estimation strategies to combat multicollinearity
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Publication:5300714
DOI10.1080/00949655.2010.505925zbMath1365.62278OpenAlexW2036652040MaRDI QIDQ5300714
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Publication date: 28 June 2013
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2010.505925
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)
Related Items (15)
Robust ridge estimator in restricted semiparametric regression models ⋮ A class of biased estimators based on QR decomposition ⋮ Improved high-dimensional regression models with matrix approximations applied to the comparative case studies with support vector machines ⋮ Two penalized mixed-integer nonlinear programming approaches to tackle multicollinearity and outliers effects in linear regression models ⋮ A ridge regression estimation approach to the measurement error model ⋮ On ridge parameter estimators under stochastic subspace hypothesis ⋮ A revised Cholesky decomposition to combat multicollinearity in multiple regression models ⋮ Improving the estimators of the parameters of a probit regression model: a ridge regression approach ⋮ Simple regression in view of elliptical models ⋮ A Simulation Study on Some Restricted Ridge Regression Estimators ⋮ Improved ridge regression estimators for the logistic regression model ⋮ Shrinkage ridge estimators in semiparametric regression models ⋮ Efficiency of the QR class estimator in semiparametric regression models to combat multicollinearity ⋮ New Ridge Regression Estimator in Semiparametric Regression Models ⋮ Shrinkage ridge regression in partial linear models
Cites Work
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- A Simulation Study of Some Ridge Estimators
- Ridge regression:some simulations
- A Monte Carlo Evaluation of Some Ridge-Type Estimators
- Ridge Regression in Practice
- Ridge and related estimation procedures: theory and practice
- A new estimator combining the ridge regression and the restricted least squares methods of estimation
- Performance of some new preliminary test ridge regression estimators and their properties
- Ridge Estimation to the Restricted Linear Model
- Theory of Preliminary Test and Stein‐Type Estimation With Applications
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
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