Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
The compression LS estimate of regression coefficient in multivariate linear model - MaRDI portal

Deprecated: Use of MediaWiki\Skin\SkinTemplate::injectLegacyMenusIntoPersonalTools was deprecated in Please make sure Skin option menus contains `user-menu` (and possibly `notifications`, `user-interface-preferences`, `user-page`) 1.46. [Called from MediaWiki\Skin\SkinTemplate::getPortletsTemplateData in /var/www/html/w/includes/Skin/SkinTemplate.php at line 691] in /var/www/html/w/includes/Debug/MWDebug.php on line 372

Deprecated: Use of MediaWiki\Skin\BaseTemplate::getPersonalTools was deprecated in 1.46 Call $this->getSkin()->getPersonalToolsForMakeListItem instead (T422975). [Called from Skins\Chameleon\Components\NavbarHorizontal\PersonalTools::getHtml in /var/www/html/w/skins/chameleon/src/Components/NavbarHorizontal/PersonalTools.php at line 66] in /var/www/html/w/includes/Debug/MWDebug.php on line 372

Deprecated: Use of QuickTemplate::(get/html/text/haveData) with parameter `personal_urls` was deprecated in MediaWiki Use content_navigation instead. [Called from MediaWiki\Skin\QuickTemplate::get in /var/www/html/w/includes/Skin/QuickTemplate.php at line 131] in /var/www/html/w/includes/Debug/MWDebug.php on line 372

The compression LS estimate of regression coefficient in multivariate linear model (Q1333840)

From MaRDI portal





scientific article; zbMATH DE number 640377
Language Label Description Also known as
English
The compression LS estimate of regression coefficient in multivariate linear model
scientific article; zbMATH DE number 640377

    Statements

    title
    The compression LS estimate of regression coefficient in multivariate linear model (English)
    0 references
    author
    Shiji Chen
    0 references
    Zhi-Bin Zeng
    0 references
    publication date
    6 February 1995
    0 references
    review text
    Compression least squares estimation of the regression coefficients is considered when the design matrix is near singularity in a multivariate linear model. The mean square error of the estimator is shown to be less than the mean square error of the least squares estimator of the regression coefficients by choosing proper tuning numbers. Besides, admissibility, numerical stability and relative efficiency of the compression least squares estimate are investigated, and a method of selecting the tuning number for practical use is suggested.
    0 references
    zbMATH Keywords
    ridge estimation
    0 references
    compression least squares estimation
    0 references
    regression coefficients
    0 references
    multivariate linear model
    0 references
    mean square error
    0 references
    least squares estimator
    0 references
    tuning numbers
    0 references
    numerical stability
    0 references
    relative efficiency
    0 references
    reviewed by
    Yuehua Wu
    0 references
    cites work
    Q4003989
    0 references
    Q3660706
    0 references
    Q4025201
    0 references

    Identifiers

    DOI
    10.1007/BF02463717
    0 references
    Mathematics Subject Classification ID
    62H12
    0 references
    62J05
    0 references
    62J07
    0 references
    zbMATH DE Number
    640377
    0 references
     
    Retrieved from "https://mardi.schubotz.org/w/index.php?title=Item:Q1333840&oldid=43581438"
    Powered by MediaWiki