Fractional principal components regression: a general approach to biased estimators

DOI10.1080/03610918808812689zbMath0695.62168OpenAlexW2087990942MaRDI QIDQ3471517

Wonwoo Lee, Jeffrey B. Birch

Publication date: 1988

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

Full work available at URL: http://hdl.handle.net/10919/49819

zbMATH Keywords

simulationridge regressionmulticollinearity

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (2)

Influence diagnostics for fractional principal components estimators in regression ⋮ A simulation study of biased estimators against the ordinary least squares estimator

Uses Software

• SAS

Cites Work

• Unnamed Item
• Unnamed Item
• A Simulation Study of Some Ridge Estimators
• Ridge regression:some simulations
• An Explicit Solution for Generalized Ridge Regression
• Ridge regression iterative estimation of the biasing parameter
• A Class of Biased Estimators in Linear Regression
• Biased Estimation in Regression: An Evaluation Using Mean Squared Error
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
• On Biased Estimation in Linear Models

This page was built for publication: Fractional principal components regression: a general approach to biased estimators