Ridge estimation in linear mixed measurement error models with stochastic linear mixed restrictions

DOI10.1080/03610918.2019.1705974zbMath1487.62082OpenAlexW2996461817WikidataQ126542616 ScholiaQ126542616MaRDI QIDQ5866140

Bahareh Yavarizadeh, B. Babadi, Abdolrahman Rasekh, S. Ejaz Ahmed

Publication date: 13 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1705974

zbMATH Keywords

measurement errormulticollinearityridge estimationstochastic restricted ridge estimation

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (4)

Ridge estimation in linear mixed measurement error models using generalized maximum entropy ⋮ The weighted ridge estimation for linear mixed models with measurement error under stochastic linear mixed restrictions ⋮ The new mixed ridge estimator in a linear mixed model with measurement error under stochastic linear mixed restrictions ⋮ Influence measures and outliers detection in linear mixed measurement error models with Ridge estimation

Cites Work

• Unnamed Item
• Gilmour's approach to mixed and stochastic restricted ridge predictions in linear mixed models
• A new stochastic mixed ridge estimator in linear regression model
• Estimation in linear mixed models for longitudinal data under linear restricted conditions
• The weighted ridge estimator in stochastic restricted linear measurement error models
• A stochastic restricted ridge regression estimator
• Hedonic housing prices and the demand for clean air
• Restricted ridge estimation.
• Estimation in linear models with random effects and errors-in-variables
• Estimation of variance components in linear mixed measurement error models
• Linear models and generalizations. Least squares and alternatives. With contributions by Michael Schomaker.
• Local Influence Analysis for The Ridge Regression Under Stochastic Linear Restrictions
• Corrected score function for errors-in-variables models: Methodology and application to generalized linear models
• Mean squared error matrix comparisons between biased estimators — An overview of recent results
• A Comparison of Mixed and Ridge Estimators of Linear Models
• A new ridge estimator in linear measurement error model with stochastic linear restrictions
• Performance of Some New Ridge Regression Estimators
• An evaluation of ridge estimator in linear mixed models: an example from kidney failure data
• A Further Study of Predictions in Linear Mixed Models
• Residuals and leverages in the linear mixed measurement error models
• General ridge predictors in a mixed linear model
• A new ridge-type estimator in stochastic restricted linear regression
• Ridge Estimation to the Restricted Linear Model

This page was built for publication: Ridge estimation in linear mixed measurement error models with stochastic linear mixed restrictions