Search Results - subject:"Ordinary ridge regression estimator"

Comparisons of the r − k class estimator to the ordinary least squares estimator under the Pitman’s closeness criterion

Özkale, M.; Kaçıranlar, Selahattin - In: Statistical Papers 49 (2008) 3, pp. 503-512

Persistent link: https://www.econbiz.de/10008486818

Mean square error matrix comparison of some estimators in linear regressions with multicollinearity

Sarkar, Nityananda - In: Statistics & Probability Letters 30 (1996) 2, pp. 133-138

The ordinary least squares, the principal components regression and the ordinary ridge regression estimators are special cases of the r - k class estimator proposed by Baye and Parker (1984) for regression models with multicollinearity. We obtain necessary and sufficient conditions for the...

Persistent link: https://www.econbiz.de/10005074540

r-k Class estimation in regression model with concomitant variables

Jimichi, Masayuki; Inagaki, Nobuo - In: Annals of the Institute of Statistical Mathematics 48 (1996) 1, pp. 89-95

Persistent link: https://www.econbiz.de/10005616172

Comparisons among some estimators in misspecified linear models with multicollinearity

Sarkar, Nityananda - In: Annals of the Institute of Statistical Mathematics 41 (1989) 4, pp. 717-724

Persistent link: https://www.econbiz.de/10005395519