A Prediction-Oriented Criterion for Choosing the Biasing Parameter in Liu Estimation

DOI10.1080/03610920601126522zbMath1315.62063OpenAlexW2012971519MaRDI QIDQ5421543

M. Revan Özkale, Selahattin Kaçıranlar

Publication date: 24 October 2007

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

Full work available at URL: https://doi.org/10.1080/03610920601126522

zbMATH Keywords

multicollinearityLiu estimatorridge estimatorPRESS statistic

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Applications of statistics in engineering and industry; control charts (62P30)

Related Items (9)

General linear estimators under the prediction error sum of squares criterion in a linear regression model ⋮ Improved ridge estimators in a linear regression model ⋮ Optimal generalized ridge estimator under the generalized cross-validation criterion in linear regression ⋮ Linearized Restricted Ridge Regression Estimator in Linear Regression ⋮ Linearized Ridge Regression Estimator in Linear Regression ⋮ New shrinkage-type estimators in a linear regression model when multicollinearity is severe ⋮ Adjustive Liu-Type Estimators in Linear Regression Models ⋮ Improved Liu estimator in a linear regression model ⋮ Predictive performance of linear regression models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A new class of blased estimate in linear regression
• On the almost unbiased generalized liu estimator and unbiased estimation of the bias and mse
• COMBINING THE LIU ESTIMATOR AND THE PRINCIPAL COMPONENT REGRESSION ESTIMATOR
• MEAN SQUARED ERROR COMPARISONS OF SOME BIASED REGRESSION ESTIMATORS
• The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Mean Square Error of Prediction as a Criterion for Selecting Variables
• Some Comments on C P

This page was built for publication: A Prediction-Oriented Criterion for Choosing the Biasing Parameter in Liu Estimation