Performance of a new ridge regression estimator

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Generalized Ridge Regression Estimator in Semiparametric Regression Models

In the context of ridge regression, the estimation of ridge (shrinkage) parameter plays an important role in analyzing data. Many efforts have been put to develop skills and methods of computing shrinkage estimators for different full-parametric ridge regression approaches, using eigenvalues. However, the estimation of shrinkage parameter is neglected for semiparametric regression models. The m...

متن کامل

Weighted Ridge MM-Estimator in Robust Ridge Regression with Multicollinearity

This study is about the development of a robust ridge regression estimator. It is based on weighted ridge MM-estimator (WRMM) and is believed to have potentials in remedying the problems of multicollinearity. The proposed method has been compared with several existing estimators, namely ordinary least squares (OLS), robust regression based on MM estimator, ridge regression (RIDGE), weighted rid...

متن کامل

Ridge Regression Estimator: Combining Unbiased and Ordinary Ridge Regression Methods of Estimation

Statistical literature has several methods for coping with multicollinearity. This paper introduces a new shrinkage estimator, called modified unbiased ridge (MUR). This estimator is obtained from unbiased ridge regression (URR) in the same way that ordinary ridge regression (ORR) is obtained from ordinary least squares (OLS). Properties of MUR are derived. Results on its matrix mean squared er...

متن کامل

A New Estimator of Entropy

In this paper we propose an estimator of the entropy of a continuous random variable. The estimator is obtained by modifying the estimator proposed by Vasicek (1976). Consistency of estimator is proved, and comparisons are made with Vasicek’s estimator (1976), van Es’s estimator (1992), Ebrahimi et al.’s estimator (1994) and Correa’s estimator (1995). The results indicate that the proposed esti...

متن کامل

A New Ridge Estimator in Linear Measurement Error Model with Stochastic Linear Restrictions

In this paper, we propose a new ridge-type estimator called the new mixed ridge estimator (NMRE) by unifying the sample and prior information in linear measurement error model with additional stochastic linear restrictions. The new estimator is a generalization of the mixed estimator (ME) and ridge estimator (RE). The performances of this new estimator and mixed ridge estimator (MRE) against th...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of the Association of Arab Universities for Basic and Applied Sciences

سال: 2010

ISSN: 1815-3852

DOI: 10.1016/j.jaubas.2010.12.006