Tuning parameter selection and various good fitting characteristics for the Liu-type estimator in linear regression

DOI10.1080/03610920802112909MaRDI QIDQ5495063zbMATH OpenOpenAlexFDO

Authors Hu Yang, Jianwen Xu

Publication date 30 July 2014

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920802112909

zbMATH Keywords

ridge regressionmulticollinearityrobust regressionLiu-type estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Parametric inference under constraints (62F30)

Recommendations

• More on Liu-Type Estimator in Linear Regression
• On the principal component Liu-type estimator in linear regression
• Robust Liu estimator for regression based on an M-estimator
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Cites work

• A Comparison of Ridge Estimators
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A Simulation Study of Some Ridge Estimators
• A new class of blased estimate in linear regression
• Explicit and Constrained Generalized Ridge Estimation
• More on Liu-Type Estimator in Linear Regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Two-parameter ridge regression and its convergence to the eventual pairwise model
• Using Liu-Type Estimator to Combat Collinearity

Cited in

(9)

• Liu-type estimator in semiparametric regression models
• More on Liu-Type Estimator in Linear Regression
• Efficiency of the modified jackknifed Liu-type estimator
• A mathematical programming approach for Liu-type estimator
• On the restricted \(r\)-\(k\) class estimator and the restricted \(r\)-\(d\) class estimator in linear regression
• Adjustive Liu-type estimators in linear regression models
• A generalized diagonal ridge-type estimator in linear regression
• Performance of some new Liu parameters for the linear regression model
• More on the bias and variance comparisons of the restricted almost unbiased estimators

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