A new biased estimator based on ridge estimation

DOI10.1007/S00362-006-0037-0zbMATH Open1309.62116OpenAlexW1981677189MaRDI QIDQ840934FDOQ840934

Sadullah Sakallıoğlu, Selahattin Kaçıranlar

Publication date: 14 September 2009

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-006-0037-0

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zbMATH Keywords

ridge regressionmulticollinearitymean squared errorbiased regressionLiu estimator

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

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• Using Liu-Type Estimator to Combat Collinearity
• On the almost unbiased ridge regression estimator
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• Mean squared error matrix comparisons between biased estimators — An overview of recent results
• MEAN SQUARED ERROR COMPARISONS OF SOME BIASED REGRESSION ESTIMATORS
• Generalized mean squared error comparisons of biased regression estimators
• THE EXAMINATION AND ANALYSIS OF RESIDUALS FOR SOME BIASED ESTIMATORS IN LINEAR REGRESSION

Cited In (45)

• A note about the corrected VIF
• On some beta ridge regression estimators: method, simulation and application
• A new Liu-type estimator for the Inverse Gaussian Regression Model
• MODIFICATION OF LIU-TYPE ESTIMATOR FOR TWO SUR MODEL
• On the Choice of the Ridge Parameter: A Maximum Entropy Approach
• Some Shrinkage estimators based on median ranked set sampling
• Another proposal about the new two-parameter estimator for linear regression model with correlated regressors
• Ridge Regression and Generalized Maximum Entropy: An improved version of the Ridge–GME parameter estimator
• Modified ridge-type for the Poisson regression model: simulation and application
• A new robust ridge parameter estimator based on search method for linear regression model
• Modified Liu-Type Estimator Based on (r − k) Class Estimator
• Linearized Restricted Ridge Regression Estimator in Linear Regression
• A new Liu-type estimator in linear regression model
• A Jackknifed Ridge M-estimator for regression model with multicollinearity and outliers
• Linearized Ridge Regression Estimator Under the Mean Squared Error Criterion in a Linear Regression Model
• Title not available (Why is that?)
• Efficiency of a stochastic restricted two-parameter estimator in linear regression
• A Generalized Stochastic Restricted Ridge Regression Estimator
• Linearized Ridge Regression Estimator in Linear Regression
• Combining two-parameter and principal component regression estimators
• Generalized ridge estimation of a semiparametric regression model
• The optimal extended balanced loss function estimators
• Identifying a class of Ridge-type estimators in binary logistic regression models
• On Some Ridge Regression Estimators: An Empirical Comparisons
• Modified Liu-Type Estimator Based on (r − k) Class Estimator
• Robust Linearized Ridge M-estimator for Linear Regression Model
• A Geometrical Interpretation of Collinearity: A Natural Way to Justify Ridge Regression and Its Anomalies
• Jackknife Kibria-Lukman estimator for the beta regression model
• New shrinkage-type estimators in a linear regression model when multicollinearity is severe
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• Robust ridge and robust Liu estimator for regression based on the LTS estimator
• Modified ridge estimator in the Bell regression model
• Defining a two-parameter estimator: a mathematical programming evidence
• The modified Liu-ridge-type estimator: a new class of biased estimators to address multicollinearity
• Two parameter weighted mixed estimator in linear measurement error models
• A new Liu-type estimator
• Adjustive Liu-Type Estimators in Linear Regression Models
• Matrix mean squared error comparisons of some biased estimators with two biasing parameters
• Jackknifed Liu estimator in linear regression models
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• A new estimator for the Gaussian linear regression model with multicollinearity
• A stochastic restrictedk–dclass estimator
• A test statistic to choose between Liu-type and least-squares estimator based on mean square error criteria

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