Error misspecification and properties of the simple ridge estimator
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Publication:4743602
DOI10.1080/03610928208828335zbMath0506.62054OpenAlexW2146861282MaRDI QIDQ4743602
Pravin K. Trivedi, B. M. S. Lee
Publication date: 1982
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928208828335
Related Items (5)
A Simulation Study of Ridge Regression Estimators with Autocorrelated Errors ⋮ Ridge estimation in linear models with heteroskedastic errors ⋮ Small sample properties of a ridge regression estimator when there exist omitted variables ⋮ On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors ⋮ A Comparison of Mixed and Ridge Estimators of Linear Models
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