Some theoretical results for generalized ridge regression estimators
نویسندگان
چکیده
منابع مشابه
Some Ridge Regression Estimators and Their Performances
The estimation of ridge parameter is an important problem in the ridge regression method, which is widely used to solve multicollinearity problem. A comprehensive study on 28 different available estimators and five proposed ridge estimators, KB1, KB2, KB3, KB4, and KB5, is provided. A simulation study was conducted and selected estimators were compared. Some of selected ridge estimators perform...
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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...
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 1984
ISSN: 0304-4076
DOI: 10.1016/0304-4076(84)90046-0