Two-parameter ridge estimation in seemingly unrelated regression models

DOI10.1080/03610918.2020.1749662OpenAlexW3015943550MaRDI QIDQ5042094

Mahnaz Talebi, F. Hormozinejad, Dariush Najarzadeh, Robab Mehdizadeh Esfanjani, Hossein Jabbari Khamnei

Publication date: 18 October 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2020.1749662

zbMATH Keywords

multicollinearityseemingly unrelated regression modelsone-parameter ridge solutiontwo-parameter ridge solution

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

A Monte Carlo study on the ridge parameter of the seemingly unrelated ridge regression models

Cites Work

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