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Technometrics Volume 22, 1980 - Issue 2
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Original Articles

Finite Sample Properties of Ridge Estimators

T. D. Dwivedi Department of Mathematics, Concordia University, Montreal, Quebec, Canada, H3G 1M8
,
V. K. Srivastava Department of Statistics, Lucknow University, Lucknow, India
&
R. L. Hall Department of Mathematics, Concordia University, Montreal, Quebec, Canada, H3G 1M8
Pages 205-212 | Published online: 23 Mar 2012
 
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Abstract

This paper derives the exact expressions for the first two moments of a generalized ridge estimator employing the initial choice of characterizing scalars as recommended by Hoer1 and Kermard (1970a). A numerical comparison of relative bias, relative mean squared error and efficiency with respect to the ordinary least squares estimator is also presented.

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