A simulation study of biased estimators against the ordinary least squares estimator

DOI10.1080/03610919308813109zbMath0775.62179OpenAlexW1490658650MaRDI QIDQ3135484

Derek O. Chalton, C. G. Troskie, C. Thiart, Timothy Dunne

Publication date: 7 October 1993

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

Full work available at URL: https://doi.org/10.1080/03610919308813109

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Monte Carlo methods (65C05)

Related Items (1)

Bootstrap selection of ridge regularization parameter: a comparative study via a simulation study

Cites Work

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• A class of almost unbiased and efficient estimators of regression coefficients
• Fractional principal components regression: a general approach to biased estimators
• On small sample properties of the almost unbiased generalized ridge estimator
• Ridge regression:some simulations
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A simulation study of ridge and other regression estimators
• A Simulation Study of Alternatives to Ordinary Least Squares
• A Comparison of Ridge Estimators
• On Biased Estimation in Linear Models

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