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A Study on Ridge Regression Estimators

open access: yesA Study on Ridge Regression Estimators
openaire  

MORE ON THE PRE-TEST ESTIMATOR IN RIDGE REGRESSION [PDF]

open access: yesCommunications in Statistics - Theory and Methods, 2002
ABSTRACT The problem of estimation of the regression coefficients in a multiple regression model is considered under a multicollinearity situation when it is suspected that the regression coefficients may be restricted to a subspace. The objective of this paper is to compare the usual preliminary test estimator and the preliminary test ridge regression
Akdeniz F.
exaly   +4 more sources

A Poisson ridge regression estimator [PDF]

open access: yesEconomic Modelling, 2011
The standard statistical method for analyzing count data is the Poisson regression model, which is usually estimated using maximum likelihood (ML) method.
Månsson, Kristofer, Shukur, Ghazi
core   +5 more sources

Mean squared error comparisons of the modified ridge regression estimator and iiie restricted ridge regression estimator [PDF]

open access: yesCommunications in Statistics - Theory and Methods, 1998
Swindel (1976) introduced a modified ridge regression estimator based on prior information. Sarkar (1992) suggested a new estimator by combining in a particular way the two approaches followed in obtaining the restricted ieast squares and ordinary ndge regression estimators.
Kaçiranlar S.   +2 more
openaire   +3 more sources

Linearized Ridge Regression Estimator in Linear Regression

Communications in Statistics - Theory and Methods, 2011
In this article, we aim to study the linearized ridge regression (LRR) estimator in a linear regression model motivated by the work of Liu (1993). The LRR estimator and the two types of generalized Liu estimators are investigated under the PRESS criterion.
Xu-Qing Liu
exaly   +2 more sources

A Tobit Ridge Regression Estimator [PDF]

open access: yesCommunications in Statistics - Theory and Methods, 2013
This article analyzes the effects of multicollienarity on the maximum likelihood (ML) estimator for the Tobit regression model. Furthermore, a ridge regression (RR) estimator is proposed since the mean squared error (MSE) of ML becomes inflated when the regressors are collinear. To investigate the performance of the traditional ML and the RR approaches
G. Khalaf   +3 more
openaire   +2 more sources

Restricted ridge estimator in the logistic regression model [PDF]

open access: yesCommunications in Statistics - Simulation and Computation, 2016
ABSTRACTIt is known that when the multicollinearity exists in the logistic regression model, variance of maximum likelihood estimator is unstable. As a remedy, Schaefer et al. presented a ridge estimator in the logistic regression model. Making use of the ridge estimator, when some linear restrictions are also present, we introduce a restricted ridge ...
Yasin Asar, Mohammad Arashi, Jibo Wu
openaire   +3 more sources

Linearized Restricted Ridge Regression Estimator in Linear Regression

Communications in Statistics - Theory and Methods, 2012
This article primarily aims to put forward the linearized restricted ridge regression (LRRR) estimator in linear regression models. Two types of LRRR estimators are investigated under the PRESS criterion and the optimal LRRR estimators and the optimal restricted generalized ridge regression estimator are obtained.
Xu-Qing Liu
exaly   +2 more sources

Inequality constrained ridge regression estimator [PDF]

open access: yesStatistics & Probability Letters, 2013
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Toker S.   +2 more
openaire   +3 more sources

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