Ridge regression:some simulations

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Ridge Regression: A Historical Context
A jackknifed ridge estimator in the linear regression model with heteroscedastic or correlated errors
Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term
Alternative estimators in logistic regression when the data are collinear
Efficient k value computation for enhanced fuzzy ridge regression
On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances
A test statistic to choose between Liu-type and least-squares estimator based on mean square error criteria
Efficiency of Mansson’s method: Some numerical findings about the role of biasing parameter in the estimation of distributed lag model
Particle swarm optimization based ridge logistic estimator
Optimal weighting of a priori statistics in linear estimation theory
Group least squares regression for linear models with strongly correlated predictor variables
A general approach of least squares estimation and optimal filtering
On identification of transfer function models by biased regression methods
The restricted least squares estimator and ridge regression
Surrogate models in ill-conditioned systems
Selection of the ridge parameter using mathematical programming
On some beta ridge regression estimators: method, simulation and application
Bayesian estimation of ridge parameter under different loss functions
On the performance of the poisson and the negative binomial ridge predictors
A new Liu-type estimator for the Inverse Gaussian Regression Model
Jackknifing the Ridge Regression Estimator: A Revisit
Invariance of estimation methods for the linear model
Modified two parameter regression estimator for solving the multicollinearity
Ridge Regression – A Simulation Study
A new improved Liu estimator for the QSAR model with inverse Gaussian response
Weighted penalized m-estimators in robust ridge regression: an application to gasoline consumption data
New ridge parameter estimators for the zero-inflated Conway Maxwell Poisson ridge regression model
More on the restricted ridge regression estimation
Performance of some improved estimators and their robust versions in presence of multicollinearity and outliers
Kibria–Lukman estimator for the zero inflated negative binomial regression model: theory, simulation and applications
Heteroscedasticity consistent ridge regression estimators in linear regression model
Subset selection in linear regression using generalized ridge estimator
On small sample properties of the almost unbiased generalized ridge estimator
Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm
Profile monitoring for count data using Poisson and Conway-Maxwell-Poisson regression-based control charts under multicollinearity problem
A Comparison of Mixed and Ridge Estimators of Linear Models
Modified ridge-type estimator for the zero inflated negative binomial regression model
Robust ridge estimator in restricted semiparametric regression models
Linear regression with special coefficient features attained via parameterization in exponential, logistic, and multinomial-logit forms
Comparison of link functions for the estimation of logistic ridge regression: an application to urine data
Robust estimation of the distributed lag model with multicollinearity and outliers
A review of ridge parameter selection: minimization of the mean squared error vs. mitigation of multicollinearity
Bagging-based ridge estimators for a linear regression model with non-normal and heteroscedastic errors
On the choice of the ridge parameter: a generalized maximum Tsallis entropy approach
Influence diagnostics for ridge regression using the Kullback-Leibler divergence
Modified robust ridge M-estimators for linear regression models: an application to tobacco data
New robust ridge estimators for the linear regression model with outliers
A novel characteristic value correction iteration method
Learning from a lot: empirical Bayes for high-dimensional model-based prediction
Another proposal about the new two-parameter estimator for linear regression model with correlated regressors
Using improved estimation strategies to combat multicollinearity
Choosing shrinkage estimators for regression problems
Ridge regression in the context of a system of seemingly unrelated regression equations
The raise regression: justification, properties and application
Predictability measures for ridge regression models
Using ridge regression to estimate factors affecting the number of births. A comparative study
Modified ridge-type for the Poisson regression model: simulation and application
A simulation study on SPSS ridge regression and ordinary least squares regression procedures for multicollinearity data
A new robust ridge parameter estimator based on search method for linear regression model
Confidence Interval for Shrinkage Parameters in Ridge Regression
Two-stage Liu estimator in a simultaneous equations model
Selecting the optimum k in ridge regression
Graphical methods for evaluating ridge regression estimator in mixture experiments
On the ridge regression estimator with sub-space restriction
Conway-Maxwell Poisson regression-based control charts under iterative Liu estimator for monitoring count data
Difference-based ridge estimator of parameters in partial linear model
Air-HOLP: adaptive regularized feature screening for high dimensional correlated data
Performance of the difference-based estimators in partially linear models
Improved two-parameter estimators for the negative binomial and Poisson regression models
Predictive efficiency of ridge regression estimator
Liu-Type Negative Binomial Regression: A Comparison of Recent Estimators and Applications
A simulation study on some restricted ridge regression estimators
MEAN SQUARED ERROR COMPARISONS OF SOME BIASED REGRESSION ESTIMATORS
On ridge parameter estimators under stochastic subspace hypothesis
A Jackknifed Ridge M-estimator for regression model with multicollinearity and outliers
A New Modified Generalized Two Parameter Estimator for linear regression model
Characterization of Ridge Trace Behavior
The Restricted and Unrestricted Two-Parameter Estimators
Adaptive prior weighting in generalized regression
Choice of the ridge factor from the correlation matrix determinant
A note on the performance of biased estimators with autocorrelated errors
Biased discriminant analysis: Evaluation of the optimum probability of misclassification
Stochastically optimal bootstrap sample size for shrinkage-type statistics
Multicollinearity and financial constraint in investment decisions: a Bayesian generalized ridge regression
Transformation of variables and the condition number in ridge estimation
Confidence intervals in ridge regression by bootstrapping the dependent variable: a simulation study
The sampling distribution of shrinkage estimators and their F-ratios in the regression model
Restricted ridge estimator in generalized linear models: Monte Carlo simulation studies on Poisson and binomial distributed responses
New heteroscedasticity-adjusted ridge estimators in linear regression model
The General Expressions for the Moments of the Stochastic Shrinkage Parameters of the Liu Type Estimator
Bootstrap Liu estimators for Poisson regression model
On modified unbiased two-parameter estimator
Recent results in ridge regression methods
A monte carlo study of collinearity in linear simultaneous equation models^∗
Quantile based estimation of biasing parameters in ridge regression model
Two-parameter ridge regression and its convergence to the eventual pairwise model
A note on the moments of stochastic shrinkage parameters in ridge regression
Bayesian estimation of the shrinkage parameter in ridge regression
THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION
An iterative approach to minimize the mean squared error in ridge regression

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