WEIGHT LAD AND WEIGHT LAD RIDGE ESTIMATOR FOR SEEMINGLY UNRELATED REGRESSION MODELS

DOI10.17654/AS052060375zbMath1422.62250MaRDI QIDQ5229425

Tarek Mahmoud Omara

Publication date: 15 August 2019

Published in: Advances and Applications in Statistics (Search for Journal in Brave)

zbMATH Keywords

seemingly unrelated regression (SUR)general weight least absolute deviations (GWLAD)general weight least absolute deviations ridge (GWLAD\_Ridge)least absolute deviations (LAD) cross validation criteriaweight least absolute deviations (WLAD)weight least absolute deviations ridge (WLAD\_Ridge)

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Cites Work

• Unnamed Item
• Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression
• Robust weighted LAD regression
• Robust regression with both continuous and binary regressors
• Median regression for SUR models with the same explanatory variables in each equation
• Some Modifications for Choosing Ridge Parameters
• Asymptotic Theory of Least Absolute Error Regression
• Ridge regression in the context of a system of seemingly unrelated regression equations
• Performance of Some New Ridge Regression Estimators
• Developing ridge estimation method for median regression
• A mathematical programming approach for improving the robustness of least sum of absolute deviations regression
• 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