The Restricted and Unrestricted Two-Parameter Estimators

DOI10.1080/03610920701386877zbMath1129.62051OpenAlexW2053515525MaRDI QIDQ5438328

Selahattin Kaçıranlar, M. Revan Özkale

Publication date: 23 January 2008

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

Full work available at URL: https://doi.org/10.1080/03610920701386877

zbMATH Keywords

Liu estimatormodified ridge estimatorrestricted ridge estimatorcontraction estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Point estimation (62F10) Parametric inference under constraints (62F30) Monte Carlo methods (65C05)

Related Items (72)

A restricted \(r\)-\(k\) class estimator in the mixed regression model with autocorrelated disturbances ⋮ Efficiency of a stochastic restricted two-parameter estimator in linear regression ⋮ Iterative algorithms of biased estimation methods in binary logistic regression ⋮ The modified Liu-ridge-type estimator: a new class of biased estimators to address multicollinearity ⋮ Two parameter weighted mixed estimator in linear measurement error models ⋮ Performance of the restricted almost unbiased type principal components estimators in linear regression model ⋮ A new class of efficient and debiased two-step shrinkage estimators: method and application ⋮ Efficiency of an almost unbiased two-parameter estimator in linear regression model ⋮ The relative efficiency of the restricted estimators in linear regression models ⋮ Kernel Liu prediction approach in partially linear mixed measurement error models ⋮ On some beta ridge regression estimators: method, simulation and application ⋮ Generalized two-parameter estimator in linear regression model ⋮ Preliminary test almost unbiased two-parameter estimators with student’sterrors and conflicting test statistics ⋮ Stochastic restricted Liu predictors in linear mixed models ⋮ A further prediction method in linear mixed models: Liu prediction ⋮ Regression diagnostics methods for Liu estimator under the general linear regression model ⋮ A new Liu-type estimator in binary logistic regression models ⋮ A general restricted estimator in binary logistic regression in the presence of multicollinearity ⋮ On modified unbiased two-parameter estimator ⋮ A new improved estimator for reducing the multicollinearity effects ⋮ New modified two-parameter Liu estimator for the Conway–Maxwell Poisson regression model ⋮ Generalized two-parameter estimators in the multinomial logit regression model: methods, simulation and application ⋮ Developed first-order approximated estimators for the gamma distributed response variable ⋮ Modified almost unbiased Liu estimator in linear regression model ⋮ The Almon two parameter estimator for the distributed lag models ⋮ A revised Cholesky decomposition to combat multicollinearity in multiple regression models ⋮ Improved two-parameter estimators for the negative binomial and Poisson regression models ⋮ Optimal determination of the parameters of some biased estimators using genetic algorithm ⋮ A new Liu-type estimator for the Inverse Gaussian Regression Model ⋮ Inverse Gaussian Liu-type estimator ⋮ The generalized new two-type parameter estimator in linear regression model ⋮ New Bayesian approach to the estimation in simultaneous equations model ⋮ An unbiased two-parameter estimation with prior information in linear regression model ⋮ On the jackknife Kibria-Lukman estimator for the linear regression model ⋮ Efficiency of the generalized-difference-based weighted mixed almost unbiased two-parameter estimator in partially linear model ⋮ On the restricted almost unbiased two-parameter estimator in linear regression model ⋮ Influence measures in affine combination type regression ⋮ Unnamed Item ⋮ On preliminary test almost unbiased two-parameter estimator in linear regression model with student's t errors ⋮ Liu and Ridge Estimators-A Comparison ⋮ A New Two-Parameter Estimator in Linear Regression ⋮ A Stochastic Restricted Two-Parameter Estimator in Linear Regression Model ⋮ Combining the unrestricted estimators into a single estimator and a simulation study on the unrestricted estimators ⋮ A note on the performance of biased estimators with autocorrelated errors ⋮ Multicollinearity in simultaneous equations system: evaluation of estimation performance of two-parameter estimator ⋮ Usage of the GO estimator in high dimensional linear models ⋮ Two parameter Ridge estimator in the inverse Gaussian regression model ⋮ Performance of Kibria's methods in partial linear ridge regression model ⋮ A Simulation Study on Some Restricted Ridge Regression Estimators ⋮ Modified and Restricted r-k Class Estimators ⋮ Shrinkage ridge estimators in semiparametric regression models ⋮ On the stochastic restricted modified almost unbiased Liu estimator in linear regression model ⋮ Estimation in a linear regression model with stochastic linear restrictions: a new two-parameter-weighted mixed estimator ⋮ The \(\mathrm{r}\)-\(\mathrm{d}\) class predictions in linear mixed models ⋮ Comment on Ridge Estimation to the Restricted Linear Model ⋮ A two-parameter estimator in the negative binomial regression model ⋮ Cross validation of ridge regression estimator in autocorrelated linear regression models ⋮ Defining a two-parameter estimator: a mathematical programming evidence ⋮ Improving prediction by means of a two parameter approach in linear mixed models ⋮ Robust Dawoud–Kibria estimator for handling multicollinearity and outliers in the linear regression model ⋮ On Liu-type biased estimators in measurement error models ⋮ More on the two-parameter estimation in the restricted regression ⋮ Comparison of some estimators under the Pitman's closeness criterion in linear regression model ⋮ A new Liu-type estimator ⋮ Predictive performance of linear regression models ⋮ Improvement of mixed predictors in linear mixed models ⋮ Modified ridge-type for the Poisson regression model: simulation and application ⋮ Another proposal about the new two-parameter estimator for linear regression model with correlated regressors ⋮ On the Principal Component Liu-type Estimator in Linear Regression ⋮ Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm ⋮ A new improved Liu-type estimator for Poisson regression models ⋮ The extended two-type parameter estimator in linear regression model

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Restricted ridge estimation.
• Linear models. Least squares and alternatives
• A test of the mean square error criterion for shrinkage estimators
• Ridge regression:some simulations
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• 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
• Performance of Some New Ridge Regression Estimators
• Using Liu-Type Estimator to Combat Collinearity
• More on Liu-Type Estimator in Linear Regression
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• On Biased Estimation in Linear Models

This page was built for publication: The Restricted and Unrestricted Two-Parameter Estimators