A new ridge-type estimator in stochastic restricted linear regression

DOI10.1080/02331880903573153zbMath1283.62145OpenAlexW2063188074MaRDI QIDQ5402585

Hu Yang, Yalian Li

Publication date: 14 March 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880903573153

zbMATH Keywords

mean squared error matrixordinary ridge estimatormixed ridge estimatorweighted mixed estimatorweighted mixed ridge estimator

Mathematics Subject Classification ID

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

Related Items (19)

On the weighted mixed almost unbiased ridge estimator in stochastic restricted linear regression ⋮ Two parameter weighted mixed estimator in linear measurement error models ⋮ Comments on “On the weighted mixed Liu-type estimator under unbiased stochastic restrictions” ⋮ The weighted ridge estimation for linear mixed models with measurement error under stochastic linear mixed restrictions ⋮ Local Influence Analysis for The Ridge Regression Under Stochastic Linear Restrictions ⋮ A new version of unbiased ridge regression estimator under the stochastic restricted linear regression model ⋮ The new mixed ridge estimator in a linear mixed model with measurement error under stochastic linear mixed restrictions ⋮ Robust estimation in restricted linear regression ⋮ A new stochastic mixed Liu estimator in linear regression model ⋮ Diagnostic measures for the restricted Liu estimator in linear measurement error models ⋮ A stochastic restricted principal components regression estimator in the linear model ⋮ On the restricted almost unbiased two-parameter estimator in linear regression model ⋮ A Further Study of Predictions in Linear Mixed Models ⋮ The weighted ridge estimator in stochastic restricted linear measurement error models ⋮ Estimation in a linear regression model with stochastic linear restrictions: a new two-parameter-weighted mixed estimator ⋮ The stochastic restricted ridge estimator in generalized linear models ⋮ Two kinds of weighted biased estimators in stochastic restricted regression model ⋮ Singular Ridge Regression With Stochastic Constraints ⋮ Ridge estimation in linear mixed measurement error models with stochastic linear mixed restrictions

Cites Work

• Restricted ridge estimation.
• Mean squared error matrix comparisons between biased estimators — An overview of recent results
• Good ridge estimators based on prior information
• A new estimator combining the ridge regression and the restricted least squares methods of estimation
• A new class of blased estimate in linear regression
• Mean squared error comparisons of the modified ridge regression estimator and iiie restricted ridge regression estimator
• Performance of Some New Ridge Regression Estimators
• On the Use of Incomplete Prior Information in Regression Analysis
• Ridge Estimation to the Restricted Linear Model
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• A Note on Regression when There is Extraneous Information about One of the Coefficients

This page was built for publication: A new ridge-type estimator in stochastic restricted linear regression