Gilmour's approach to mixed and stochastic restricted ridge predictions in linear mixed models

DOI10.1016/j.laa.2016.06.040zbMath1347.62142OpenAlexW2474097312MaRDI QIDQ307803

Özge Kuran, M. Revan Özkale

Publication date: 5 September 2016

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2016.06.040

zbMATH Keywords

mean square errormulticollinearitymixed predictorstochastic restricted ridge predictor

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (10)

Ridge estimation in linear mixed measurement error models using generalized maximum entropy ⋮ Estimation of parameters in linear mixed measurement error models with stochastic linear restrictions ⋮ The weighted ridge estimation for linear mixed models with measurement error under stochastic linear mixed restrictions ⋮ The new mixed ridge estimator in a linear mixed model with measurement error under stochastic linear mixed restrictions ⋮ Stochastic restricted Liu predictors in linear mixed models ⋮ Stochastic restricted Liu estimator in linear mixed measurement error models ⋮ Ridge-GME estimation in linear mixed models ⋮ The stochastic restricted ridge estimator in generalized linear models ⋮ Improvement of mixed predictors in linear mixed models ⋮ Ridge estimation in linear mixed measurement error models with stochastic linear mixed restrictions

Uses Software

• WWGbook

Cites Work

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