A bayesiak comparison of some estimators used in linear regression with multicollinear data

DOI10.1080/03610927808827646zbMath0404.62040OpenAlexW2003174729MaRDI QIDQ4189982

Samuel D. Oman

Publication date: 1978

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610927808827646

zbMATH Keywords

ComparisonLinear RegressionBayes EstimatorsRidge RegressionBiased EstimationShrinkage EstimatorsMulticollinear DataMultiple Regression ModelPrincipal Components RegressionStein Estimate

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Bayesian inference (62F15)

Cites Work

• A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
• Choosing shrinkage estimators for regression problems
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