A New Asymmetric Interaction Ridge (AIR) Regression Method

DOI10.1080/03610926.2012.667485zbMath1400.62153OpenAlexW2063295977MaRDI QIDQ2815388

Ghazi Shukur, Pär Sjölander, Kristofer Månsson

Publication date: 28 June 2016

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

Full work available at URL: https://doi.org/10.1080/03610926.2012.667485

zbMATH Keywords

ridge regressioninteraction effectsmortgage interest ratesmulticollineaity

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (2)

A new modified Jackknifed estimator for the Poisson regression model ⋮ VIF-based adaptive matrix perturbation method for heteroskedasticity-robust covariance estimators in the presence of multicollinearity

Cites Work

• Unnamed Item
• On Some Ridge Regression Estimators: An Empirical Comparisons
• Choosing Ridge Parameter for Regression Problems
• Performance of Some New Ridge Regression Estimators
• Developing Ridge Parameters for SUR Model

This page was built for publication: A New Asymmetric Interaction Ridge (AIR) Regression Method