Two kinds of restricted estimators in singular linear regression

DOI10.1080/03610920903068182MaRDI QIDQ2786246zbMATH OpenOpenAlexFDO

Authors Yalian Li, Hu Yang

Publication date 21 September 2010

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

Full work available at URL https://doi.org/10.1080/03610920903068182

zbMATH Keywords

generalized restricted root estimatormean squares errorrestricted root estimatorrestricted unified least squares estimatorsingular linear model

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• A new class of blased estimate in linear regression
• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• Explicit and Constrained Generalized Ridge Estimation
• Good ridge estimators based on prior information
• Mean squared error comparisons of the modified ridge regression estimator and iiie restricted ridge regression estimator
• Restricted ridge estimation.
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• The conditional ridge-type estimation in singular linear model with linear equality restrictions
• Unified theory of least squares

Cited in

(6)

• Estimation in singular linear models with stochastic linear restrictions and linear equality restrictions
• The relative efficiency of the conditional root squares estimation in restricted linear models
• Estimation of an unobservable parameters in the type II constraints in singular linear regression model
• The Linear Model with Restricted Explanatory Variables
• Estimation in Singular Linear Models with Stochastic Linear Restrictions
• The conditional ridge-type estimation in singular linear model with linear equality restrictions

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