Effect of W, LR, and LM Tests on the Performance of Preliminary Test Ridge Regression Estimators

DOI10.14490/jjss.33.119zbMath1023.62067OpenAlexW2003785211MaRDI QIDQ4434188

B. M. Golam Kibria, A. K. Md. Ehsanes Saleh

Publication date: 4 November 2003

Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/0faf4e6d964c99259be9ea17246eb024a3921bd7

zbMATH Keywords

likelihood ratio testWald testridge regressionriskLagrangian multiplierpreliminary testsuperiority

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (11)

Pooling multivariate data under W, LR and LM tests ⋮ Performance of the preliminary test two-parameter estimators based on the conflicting test statistics in a regression model with Student'sterror ⋮ Performance of the stein-type two-parameter estimator in multiple linear regression model ⋮ Preliminary Test Estimators Induced by Three Large Sample Tests for Stochastic Constraints in a Regression Model with Multivariate Student-t Error ⋮ A ridge regression estimation approach to the measurement error model ⋮ Improved robust ridge M-estimation ⋮ Performance of preliminary test estimators for error variance based on W, LR and LM tests ⋮ On preliminary test almost unbiased two-parameter estimator in linear regression model with student's t errors ⋮ Improved ridge regression estimators for the logistic regression model ⋮ On Liu-type biased estimators in measurement error models ⋮ Preliminary test and Stein-type shrinkage ridge estimators in robust regression

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