Biased regression estimators: Analytic and simulation results

zbMath0511.62078MaRDI QIDQ1838801

D. Monarchi, Bruno A. Baldessari, J. E. Weber

Publication date: 1981

Published in: Metron (Search for Journal in Brave)

zbMATH Keywords

reviewmulticollinearitycomparative studyleast squares estimatorssimulation studiesgeneralized ridge estimatorsshrunken estimatorsbiased regression estimatorslatent root estimatorsprincipal component estimatorsvariable selection methods

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

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