A Combined Nonlinear Programming Model and Kibria Method for Choosing Ridge Parameter Regression
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Publication:5418880
DOI10.1080/03610918.2012.735317zbMath1290.65011OpenAlexW2078154700MaRDI QIDQ5418880
Publication date: 30 May 2014
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2012.735317
numerical examplesridge regressionmean square errorleast squares estimatorsnonlinear programming approachKibria method
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Related Items (6)
Comparing ordinary ridge and generalized ridge regression results obtained using genetic algorithms for ridge parameter selection ⋮ Shrinkage parameter selection via modified cross-validation approach for ridge regression model ⋮ Optimal determination of the parameters of some biased estimators using genetic algorithm ⋮ Defining a two-parameter estimator: a mathematical programming evidence ⋮ Performance of ridge estimator in inverse Gaussian regression model ⋮ More on the unbiased ridge regression estimation
Uses Software
Cites Work
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- Ridge Estimation in Linear Models with Autocorrelated Errors
- A Simulation Study of Some Ridge Regression Estimators under Different Distributional Assumptions
- Some Modifications for Choosing Ridge Parameters
- On Some Ridge Regression Estimators: An Empirical Comparisons
- Ridge regression:some simulations
- A simulation study of ridge and other regression estimators
- A new estimator combining the ridge regression and the restricted least squares methods of estimation
- Choosing Ridge Parameter for Regression Problems
- Performance of Some New Ridge Regression Estimators
- Selection of the Ridge Parameter Using Mathematical Programming
- Ridge Estimation to the Restricted Linear Model
- Regression Analysis by Example
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