Linearized Ridge Regression Estimator Under the Mean Squared Error Criterion in a Linear Regression Model

DOI10.1080/03610918.2011.575506zbMath1227.62048OpenAlexW2046993457MaRDI QIDQ3102893

Feng Gao, Xu-Qing Liu

Publication date: 25 November 2011

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2011.575506

zbMATH Keywords

GSEmulticollinearityalmost unbiased completenessLRRE

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (6)

Robust Linearized Ridge M-estimator for Linear Regression Model ⋮ Improved ridge estimators in a linear regression model ⋮ Non-Diagonal-Type Estimator in Linear Regression ⋮ Performance of Wald-type estimator for parametric component in partial linear regression with a mixture of Berkson and classical error models ⋮ On linearized ridge logistic estimator in the presence of multicollinearity ⋮ A new linearized ridge Poisson estimator in the presence of multicollinearity

Cites Work

• A new biased estimator based on ridge estimation
• An alternative stochastic restricted Liu estimator in linear regression
• Linearized Ridge Regression Estimator in Linear Regression
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A new class of blased estimate in linear regression
• Using Liu-Type Estimator to Combat Collinearity
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems

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