Seemingly unrelated regressions with covariance matrix of cross-equation ridge regression residuals

DOI10.1080/03610926.2017.1383431OpenAlexW2757940551MaRDI QIDQ5031692

Ghazi Shukur, Zangin Zeebari, B. M. Golam Kibria

Publication date: 16 February 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2017.1383431

zbMATH Keywords

ridge regressionmulticollinearityseemingly unrelated regressions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (1)

On seemingly unrelated regressions with uniform correlation error

Cites Work

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• The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

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