Exact moments of lawless and wang's operational ridge regression estimator
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Publication:3757199
DOI10.1080/03610928708829399zbMath0621.62074OpenAlexW2024015632MaRDI QIDQ3757199
Publication date: 1987
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928708829399
exact biasmatrix of second order momentsnormality of the disturbancesoperational ridge regression estimator
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Adaptive unified biased estimators of parameters in linear model ⋮ On choosing the level of significance for the goldfeld and quandt heteroskedasticity pretesting ⋮ The exact properties of the lawless and wang operational ridge regression estimator in a misspecified regression equation ⋮ The general expressions for the moments of lawless and wang's ordinary ridge regression estimator ⋮ Confidence intervals in ridge regression by bootstrapping the dependent variable: a simulation study ⋮ The moments of the operational almost unbiased ridge regression estimator ⋮ Improving the estimation precision for a selected parameter in multiple regression analysis: An algebraic approach
Cites Work
- The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model
- The Exact Mean of the Two-Stage Least Squares Estimator of the Structural Parameters in an Equation Having Three Endogenous Variables
- A simulation study of ridge and other regression estimators
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Finite-Sample Properties of the k-Class Estimators
