Combining two-parameter and principal component regression estimators
From MaRDI portal
Publication:1926093
DOI10.1007/s00362-011-0364-7zbMath1416.62402OpenAlexW2076337144MaRDI QIDQ1926093
Publication date: 27 December 2012
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-011-0364-7
multicollinearity\(r\)-\(d\) class estimator\(r\)-\(k\) class estimatortwo-parameter estimatormean squared error matrix
Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)
Related Items (14)
Application of a combination production function model ⋮ Performance of the principal component two-parameter estimator in misspecified linear regression model ⋮ Principal component ridge type estimator for the inverse Gaussian regression model ⋮ A note about the corrected VIF ⋮ A Geometrical Interpretation of Collinearity: A Natural Way to Justify Ridge Regression and Its Anomalies ⋮ A stochastic restricted principal components regression estimator in the linear model ⋮ On the restricted almost unbiased two-parameter estimator in linear regression model ⋮ Principal component selection via adaptive regularization method and generalized information criterion ⋮ A note on the performance of biased estimators with autocorrelated errors ⋮ Further research on the principal component two-parameter estimator in linear model ⋮ Sparse principal component regression via singular value decomposition approach ⋮ A Class of s–K Type Principal Components Estimators in the Linear Model ⋮ Defining a two-parameter estimator: a mathematical programming evidence ⋮ More on the two-parameter estimation in the restricted regression
Cites Work
- Unnamed Item
- Unnamed Item
- A new stochastic mixed ridge estimator in linear regression model
- Nonnegative and positive definiteness of matrices modified by two matrices of rank one
- A new biased estimator based on ridge estimation
- Superiority of the \(r\)-\(d\) class estimator over some estimators by the mean square error matrix criterion
- Mean square error matrix comparison of some estimators in linear regressions with multicollinearity
- On the restrictedr–kclass estimator and the restrictedr–dclass estimator in linear regression
- A Simulation Study of Some Ridge Regression Estimators under Different Distributional Assumptions
- Combining Unbiased Ridge and Principal Component Regression Estimators
- A New Two-Parameter Estimator in Linear Regression
- On Some Ridge Regression Estimators: An Empirical Comparisons
- A note on combining ridge and principal component regression
- Good ridge estimators based on prior information
- A new class of blased estimate in linear regression
- Unbiased ridge estimation with prior information and ridge trace
- Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression
- COMBINING THE LIU ESTIMATOR AND THE PRINCIPAL COMPONENT REGRESSION ESTIMATOR
- Using Liu-Type Estimator to Combat Collinearity
- Principal components regression estimator and a test for the restrictions
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- On Biased Estimation in Linear Models
This page was built for publication: Combining two-parameter and principal component regression estimators
