Ridge Regression – A Simulation Study

DOI10.1080/03610910600716811MaRDI QIDQ5481738zbMATH OpenOpenAlexFDO

Authors Allan E. Clark, C. G. Troskie

Publication date 10 August 2006

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

Full work available at URL https://doi.org/10.1080/03610910600716811

zbMATH Keywords

collinearityinformation criterionmultiple regression modelridge constantridge regressiontables

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Monte Carlo methods (65C05)

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Cites work

• A Class of Biased Estimators in Linear Regression
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A simulation study of ridge and other regression estimators
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
• Informational complexity criteria for regression models.
• Performance of Some New Ridge Regression Estimators
• Ridge regression:some simulations

Cited in

(28)

• An iterative approach to minimize the mean squared error in ridge regression
• Bayesian estimation of the log-linear exponential regression model with censorship and collinearity
• Using heteroscedasticity-consistent standard errors for the linear regression model with correlated regressors
• Further results concerning ridge regression
• A note on a commonly used ridge regression Monte Carlo design
• A Simulation Study of Ridge Regression Estimators with Autocorrelated Errors
• On Some Ridge Regression Estimators: An Empirical Comparisons
• Confidence Interval for Shrinkage Parameters in Ridge Regression
• A simulation study of deterministic ridge estimators
• Random design analysis of ridge regression
• scientific article; zbMATH DE number 1216596 (Why is no real title available?)
• Performance of Some New Ridge Regression Estimators
• scientific article; zbMATH DE number 926555 (Why is no real title available?)
• A simulation study on some restricted ridge regression estimators
• Predictive efficiency of ridge regression estimator
• The modified Liu-ridge-type estimator: a new class of biased estimators to address multicollinearity
• Bayesian estimation of the biasing parameter for ridge regression: A novel approach
• A novel characteristic value correction iteration method
• A simulation study on the size and power properties of some ridge regression tests
• Performance of Kibria's method for the heteroscedastic ridge regression model: some Monte Carlo evidence
• Regression and ICOMP—A Simulation Study
• scientific article; zbMATH DE number 4184775 (Why is no real title available?)
• Another proposal about the new two-parameter estimator for linear regression model with correlated regressors
• A Monte Carlo study on the ridge parameter of the seemingly unrelated ridge regression models
• An improved ridge-type estimator leveraging weighted least squares and horn’s scaling for heteroscedastic regression
• Sensitivity of ridge-type estimation methods to observation accuracy and sampling rate
• Heteroscedasticity consistent ridge regression estimators in linear regression model
• Graphical evaluation of the ridge-type robust regression estimators in mixture experiments

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