A simulation study of ridge and other regression estimators
From MaRDI portal
Publication:4104754
DOI10.1080/03610927608827353zbMath0336.62056OpenAlexW2093754862MaRDI QIDQ4104754
No author found.
Publication date: 1976
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610927608827353
Related Items
On the estimation of Bell regression model using ridge estimator, Performance of ridge estimator in skew-normal mode regression model, Modified robust ridge M-estimators for linear regression models: an application to tobacco data, New robust ridge estimators for the linear regression model with outliers, Using ridge regression to estimate factors affecting the number of births. A comparative study, On The Least Absolute Deviations Method for Ridge Estimation of Sure Models, Comparison of deviance and ridge deviance residual-based control charts for monitoring Poisson profiles, Selecting the optimum k in ridge regression, A note on the moments of stochastic shrinkage parameters in ridge regression, Ridge regression and the Lasso: how do they do as finders of significant regressors and their multipliers?, Comparing ordinary ridge and generalized ridge regression results obtained using genetic algorithms for ridge parameter selection, THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION, Ridge estimation in linear mixed measurement error models using generalized maximum entropy, A Monte Carlo Study of Recent Ridge Parameters, Computational Method for Jackknifed Generalized Ridge Tuning Parameter based on Generalized Maximum Entropy, Iterative algorithms of biased estimation methods in binary logistic regression, MEAN SQUARED ERROR COMPARISONS OF SOME BIASED REGRESSION ESTIMATORS, Seme distributions and their implications for an internal pilot study with a univariate linear model, On two asymptotic normal distributions for the generalized wilks lambda statistic, The modified Liu-ridge-type estimator: a new class of biased estimators to address multicollinearity, Bayesian estimation of the biasing parameter for ridge regression: A novel approach, Performance of the difference-based estimators in partially linear models, On some beta ridge regression estimators: method, simulation and application, Characterization of Ridge Trace Behavior, A Simulation Study of Ridge Regression Estimators with Autocorrelated Errors, Matrix mean squared error comparisons of some biased estimators with two biasing parameters, Modified ridge parameter estimators for log-gamma model: Monte Carlo evidence with a graphical investigation, A comparison of some new and old robust ridge regression estimators, Quantile-based robust ridge m-estimator for linear regression model in presence of multicollinearity and outliers, Quantile based estimation of biasing parameters in ridge regression model, Bayesian estimation of the shrinkage parameter in ridge regression, OCReP: an optimally conditioned regularization for pseudoinversion based neural training, Marginal maximum likelihood estimation methods for the tuning parameters of ridge, power ridge, and generalized ridge regression, Unnamed Item, On small sample properties of the almost unbiased generalized ridge estimator, Efficiency of Mansson’s method: Some numerical findings about the role of biasing parameter in the estimation of distributed lag model, Small sample properties of ridge estimators with normal and non-normal disturbances, On choosing the level of significance for the goldfeld and quandt heteroskedasticity pretesting, Exact moments of lawless and wang's operational ridge regression estimator, The general expressions for the moments of lawless and wang's ordinary ridge regression estimator, Detection of outliers and influential observations in regression analysis using stochastic prior information, On modified unbiased two-parameter estimator, Bootstrap selection of ridge regularization parameter: a comparative study via a simulation study, Selection buasubg parameters in adaptive ridge regression estimators, A new approach in modelling the circular data: circular ridge estimator, Comparisons of the some estimators for the transcendental logarithmic (translog) model*, Bootstrap confidence interval of ridge regression in linear regression model: A comparative study via a simulation study, On ridge parameter estimators under stochastic subspace hypothesis, Choice of the ridge factor from the correlation matrix determinant, Optimal determination of the parameters of some biased estimators using genetic algorithm, Adaptation of the jackknifed ridge methods to the linear mixed models, Confidence intervals in ridge regression by bootstrapping the dependent variable: a simulation study, On exact small sample properties of ordinary ridge estimators, Graphical evaluation of the ridge-type robust regression estimators in mixture experiments, Optimization methods for regularization-based ill-posed problems: a survey and a multi-objective framework, Asymptotic confidence intervals in ridge regression based on the Edgeworth expansion, Small sample properties of a ridge regression estimator when there exist omitted variables, Profile monitoring for count data using Poisson and Conway-Maxwell-Poisson regression-based control charts under multicollinearity problem, Study of partial least squares and ridge regression methods, Performance of some ridge regression estimators for the multinomial logit model, Combining the unrestricted estimators into a single estimator and a simulation study on the unrestricted estimators, Optimal weighting of a priori statistics in linear estimation theory, Graphical methods for evaluating ridge regression estimator in mixture experiments, Performance of Kibria's Method for the Heteroscedastic Ridge Regression Model: Some Monte Carlo Evidence, Performance of Kibria's methods in partial linear ridge regression model, A Combined Nonlinear Programming Model and Kibria Method for Choosing Ridge Parameter Regression, Improved Stein-rule estimator for regression problems, A Simulation Study on Some Restricted Ridge Regression Estimators, Comparison of biasing parameter computational techniques in ridge-type estimation, Selection of the Ridge Parameter Using Mathematical Programming, The sampling distribution of shrinkage estimators and their F-ratios in the regression model, Some strong consistency results in stochastic regression, Ridge estimation of transfer function weights, Biased discriminant analysis: Evaluation of the optimum probability of misclassification, Ridge estimated confidence intervals:a monte carlo evaluaion, On identification of transfer function models by biased regression methods, A note on almost unbiased generalized ridge regression estimator under asymmetric loss, The relative performances of improved ridge estimators and an empirical bayes estimator: some monte carlo results, Ridge and related estimation procedures: theory and practice, Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: A Monte Carlo evidence, A monte carlo comparison of some ridge and other biased estimators, A Simulation Study of Some Ridge Regression Estimators under Different Distributional Assumptions, A simulation study of five biased estimators for straight line regression, On Some Ridge Regression Estimators: An Empirical Comparisons, Performance of Some New Ridge Regression Estimators, A Tobit Ridge Regression Estimator, An information criterion for normal regression estimation, Cross validation of ridge regression estimator in autocorrelated linear regression models, Pseudo estimation and variable selection in regression, Restricted Ridge Estimators of the Parameters in Semiparametric Regression Model, \(r-k\) class estimation in regression model with concomitant variables, Ridge Regression – A Simulation Study, New Ridge Regression Estimator in Semiparametric Regression Models, On Ridge Parameters in Logistic Regression, Mean square error behavior for prediction in linear regression models, The moments of the operational almost unbiased ridge regression estimator, Confidence Interval for Shrinkage Parameters in Ridge Regression, On a modification of Marquardt's compromise: Rationale and applications, Some Modifications for Choosing Ridge Parameters, A Simulation Study of Some Biasing Parameters for the Ridge Type Estimation of Poisson Regression, Multiple input transfer function noise modelling in the time domain, Empirical evidence on Scandinavian stock data, A simulation study of biased estimators against the ordinary least squares estimator, Another proposal about the new two-parameter estimator for linear regression model with correlated regressors, Penalized and ridge-type shrinkage estimators in Poisson regression model, An iterative approach to minimize the mean squared error in ridge regression, Unnamed Item