A ridge regression estimation approach to the measurement error model

DOI10.1016/j.jmva.2013.08.014zbMath1360.62402OpenAlexW2052856340MaRDI QIDQ391912

Mohammad Hasan, H. S. Yoon

Publication date: 13 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.08.014

zbMATH Keywords

shrinkage estimationmeasurement errormulticollinearitylinear regression modelpreliminary test estimatorreliability matrixridge regression estimatorsStein type estimators

Mathematics Subject Classification ID

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

Related Items (8)

Statistical inference on restricted linear regression models with partial distortion measurement errors ⋮ A calibration method for non-positive definite covariance matrix in multivariate data analysis ⋮ Elliptical difference based ridge and Liu type estimators in partial linear measurement error models ⋮ Generalized fiducial inference in the multiple regression model with measurement errors ⋮ A two-parameter estimator in linear measurement error model ⋮ Liu estimation approach to the measurement error models ⋮ Unnamed Item ⋮ Ridge estimation in semiparametric linear measurement error models

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