A constrained linear estimator for multiple regression
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Publication:603168
DOI10.1007/s11336-010-9162-8zbMath1208.62090OpenAlexW2051921230MaRDI QIDQ603168
David V. Budescu, Jason Dana, Clintin P. Davis-Stober
Publication date: 5 November 2010
Published in: Psychometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11336-010-9162-8
least squaresequal weightsconstrained modelsimproper linear modelsinconsistent estimatorstake the bestunit weights
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Related Items (3)
A geometric analysis of when fixed weighting schemes will outperform ordinary least squares ⋮ Investigating the performance of alternate regression weights by studying all possible criteria in regression models with a fixed set of predictors ⋮ The Composition of Optimally Wise Crowds
Cites Work
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- Ridge Regression and James-Stein Estimation: Review and Comments
- Robust mean-squared error estimation in the presence of model uncertainties
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
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