Developing Ridge Parameters for SUR Model
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Publication:5457982
DOI10.1080/03610920701469152zbMATH Open1274.62461OpenAlexW2106342186MaRDI QIDQ5457982FDOQ5457982
Publication date: 10 April 2008
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920701469152
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Cites Work
- Linear Statistical Inference and its Applications
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Ridge Regression: Applications to Nonorthogonal Problems
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
- Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
- Title not available (Why is that?)
- Ridge regression:some simulations
- Performance of some new preliminary test ridge regression estimators and their properties
- Title not available (Why is that?)
- Ridge regression in the context of a system of seemingly unrelated regression equations
- A Monte Carlo Study of Recent Ridge Parameters
- Simultaneous Estimation of Parameters in Different Linear Models and Applications to Biometric Problems
- On multivariate ridge regression
- Estimation and inference in sur models when the number of equations is large
Cited In (32)
- Modified Ridge Regression Estimators
- Efficiency of Mansson’s method: Some numerical findings about the role of biasing parameter in the estimation of distributed lag model
- Two-parameter estimator for the inverse Gaussian regression model
- Performance of Kibria's Method for the Heteroscedastic Ridge Regression Model: Some Monte Carlo Evidence
- Seemingly Unrelated Ridge Regression in Semiparametric Models
- A Monte Carlo study on the ridge parameter of the seemingly unrelated ridge regression models
- A Simulation Study of Some Ridge Regression Estimators under Different Distributional Assumptions
- Modified Liu-Type Estimator Based on (r − k) Class Estimator
- A new modified Jackknifed estimator for the Poisson regression model
- A Simulation Study of Some Biasing Parameters for the Ridge Type Estimation of Poisson Regression
- New heteroscedasticity-adjusted ridge estimators in linear regression model
- On The Least Absolute Deviations Method for Ridge Estimation of Sure Models
- On seemingly unrelated regressions with uniform correlation error
- Two parameter estimators for the Conway–Maxwell–Poisson regression model
- Local influence in seemingly unrelated regression model with ridge estimate
- A Jackknifed estimators for the negative binomial regression model
- Seemingly unrelated regressions with covariance matrix of cross-equation ridge regression residuals
- Performance of some ridge regression estimators for the multinomial logit model
- A New Asymmetric Interaction Ridge (AIR) Regression Method
- On Some Ridge Regression Estimators: An Empirical Comparisons
- Modified Liu-Type Estimator Based on (r − k) Class Estimator
- Liu-type multinomial logistic estimator
- Beta ridge regression estimators: simulation and application
- On the estimation of Bell regression model using ridge estimator
- Kibria-Lukman hybrid estimator for handling multicollinearity in Poisson regression model: method and application
- Are most proposed ridge parameter estimators skewed and do they have any effect on MSE values?
- Improving prediction by means of a two parameter approach in linear mixed models
- Two-parameter ridge estimation in seemingly unrelated regression models
- Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies
- Modified Ridge Parameters for Seemingly Unrelated Regression Model
- Feasible Ridge Estimator in Seemingly Unrelated Semiparametric Models
- Modified ridge parameter estimators for log-gamma model: Monte Carlo evidence with a graphical investigation
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