Advanced search
Publication Cover
Technometrics Volume 20, 1978 - Issue 3
Submit an article Journal homepage
33
Views
68
CrossRef citations to date
0
Altmetric
Original Articles

A Comparison of Ridge Estimators

Dean W. Wichern Graduate School of Business, University of Wisconsin—Madison, Madison, WI, 53706
&
Gilbert A. Churchill Graduate School of Business, University of Wisconsin—Madison, Madison, WI, 53706
Pages 301-311 | Published online: 09 Apr 2012

Citations (68)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (36)

M. Revan Özkale & Hüsniye Altuner. (2023) Bootstrap selection of ridge regularization parameter: a comparative study via a simulation study. Communications in Statistics - Simulation and Computation 52:8, pages 3820-3838.
Read now
Ulduz Mammadova & M. Revan Özkale. (2023) Comparison of deviance and ridge deviance residual-based control charts for monitoring Poisson profiles. Communications in Statistics - Simulation and Computation 52:3, pages 826-853.
Read now
Sajid Ali, Himmad Khan, Ismail Shah, Muhammad Moeen Butt & Muhammad Suhail. (2021) A comparison of some new and old robust ridge regression estimators. Communications in Statistics - Simulation and Computation 50:8, pages 2213-2231.
Read now
Talha Omer, Pär Sjölander, Kristofer Månsson & B. M. Golam Kibria. (2021) Improved estimators for the zero-inflated Poisson regression model in the presence of multicollinearity: simulation and application of maternal death data. Communications in Statistics: Case Studies, Data Analysis and Applications 7:3, pages 394-412.
Read now
Muhammad Qasim, Muhammad Amin & Talha Omer. (2020) Performance of some new Liu parameters for the linear regression model. Communications in Statistics - Theory and Methods 49:17, pages 4178-4196.
Read now
Erkut Tekeli, Selahattin Kaçıranlar & Nimet Özbay. (2019) Optimal determination of the parameters of some biased estimators using genetic algorithm. Journal of Statistical Computation and Simulation 89:18, pages 3331-3353.
Read now
Roman Salmerón Gómez, José García Pérez, María Del Mar López Martín & Catalina García García. (2016) Collinearity diagnostic applied in ridge estimation through the variance inflation factor. Journal of Applied Statistics 43:10, pages 1831-1849.
Read now
M. Revan Özkale & Engin Arıcan. (2016) A new biased estimator in logistic regression model. Statistics 50:2, pages 233-253.
Read now
H. E.T. Holgersson. (2015) A Note on a Commonly Used Ridge Regression Monte Carlo Design. Communications in Statistics - Theory and Methods 44:10, pages 2176-2179.
Read now
Kristofer Månsson, B. M. Golam Kibria & Ghazi Shukur. (2015) Performance of Some Weighted Liu Estimators for Logit Regression Model: An Application to Swedish Accident Data. Communications in Statistics - Theory and Methods 44:2, pages 363-375.
Read now
M. Revan Özkale. (2012) Combining the unrestricted estimators into a single estimator and a simulation study on the unrestricted estimators. Journal of Statistical Computation and Simulation 82:5, pages 653-688.
Read now
Yazid M. Al-Hassan. (2010) Performance of a new ridge regression estimator. Journal of the Association of Arab Universities for Basic and Applied Sciences 9:1, pages 23-26.
Read now
Hu Yang & Jianwen Xu. (2008) Tuning Parameter Selection and Various Good Fitting Characteristics for the Liu-Type Estimator in Linear Regression. Communications in Statistics - Theory and Methods 37:20, pages 3204-3215.
Read now
A. E. Clark & C. G. Troskie. (2006) Regression and ICOMP—A Simulation Study. Communications in Statistics - Simulation and Computation 35:3, pages 591-603.
Read now
A. E. Clark & C. G. Troskie. (2006) Ridge Regression – A Simulation Study. Communications in Statistics - Simulation and Computation 35:3, pages 605-619.
Read now
John Zhang & Mahmud Ibrahim. (2005) A simulation study on SPSS ridge regression and ordinary least squares regression procedures for multicollinearity data. Journal of Applied Statistics 32:6, pages 571-588.
Read now
Kejian Liu. (2004) More on Liu-Type Estimator in Linear Regression. Communications in Statistics - Theory and Methods 33:11, pages 2723-2733.
Read now
Kejian Liu. (2003) Using Liu-Type Estimator to Combat Collinearity. Communications in Statistics - Theory and Methods 32:5, pages 1009-1020.
Read now
B. M. Golam Kibria. (2003) Performance of Some New Ridge Regression Estimators. Communications in Statistics - Simulation and Computation 32:2, pages 419-435.
Read now
C Thiart, T.T Dunne, C.G Troskie & D.O Chalton. (1993) A simulation study of biased estimators against the ordinary least squares estimator. Communications in Statistics - Simulation and Computation 22:2, pages 569-589.
Read now
Derek O. Chalton & Cas.G. Troskie. (1992) Identification of outlying and influential data with biased estimation : A simulation study. Communications in Statistics - Simulation and Computation 21:3, pages 607-626.
Read now
S. Hadzivukovic, E. Nikolic-Djoric & K. Cobanovic. (1992) The choice of perturbation factor in ridge regression. Journal of Applied Statistics 19:2, pages 223-230.
Read now
George S. Donatos & George C. Michailidis. (1990) Small sample properties of ridge estimators with normal and non-normal disturbances. Communications in Statistics - Simulation and Computation 19:3, pages 935-950.
Read now
Per-Olov Edlund. (1990) Ridge estimation of transfer function weights. Communications in Statistics - Simulation and Computation 19:2, pages 451-468.
Read now
A. H. Lee & M. J. Silvapulle. (1988) Ridge estimation in logistic regression. Communications in Statistics - Simulation and Computation 17:4, pages 1231-1257.
Read now
RogerW. Hoer1, JohnH. Schuenemeyer & ArthurE. Hoer1. (1986) A Simulation of Biased Estimation and Subset Selection Regression Techniques. Technometrics 28:4, pages 369-380.
Read now
Nancy Jo Delaney & Sangit Chatterjee. (1986) Use of the Bootstrap and Cross-Validation in Ridge Regression. Journal of Business & Economic Statistics 4:2, pages 255-262.
Read now
Barbara J. Gosling & Martin L. Puterman. (1985) Ridge estimation in regression problems with autocorrelated errors: A monte carlo study. Communications in Statistics - Simulation and Computation 14:3, pages 577-613.
Read now
R.L. Schaefer, L.D. Roi & R.A. Wolfe. (1984) A ridge logistic estimator. Communications in Statistics - Theory and Methods 13:1, pages 99-113.
Read now
R.R. Hocking. (1983) Developments in Linear Regression Methodology: 1959–l982. Technometrics 25:3, pages 219-230.
Read now
Lennart Nordberg. (1982) A procedure for determination of a good ridge parameter in linear regression. Communications in Statistics - Simulation and Computation 11:3, pages 285-309.
Read now
Diane Galarneau Gibbons. (1981) A Simulation Study of Some Ridge Estimators. Journal of the American Statistical Association 76:373, pages 131-139.
Read now
Mark D. Pagel. (1981) Comment on hoerl and kennard's ridge regression simulation methodology. Communications in Statistics - Theory and Methods 10:22, pages 2361-2367.
Read now
R. Craig Van Nostrand. (1980) Comment. Journal of the American Statistical Association 75:369, pages 92-94.
Read now
NormanR. Draper & R. Craig Van Nostrand. (1979) Ridge Regression and James-Stein Estimation: Review and Comments. Technometrics 21:4, pages 451-466.
Read now
H.D. Vinod. (1979) The Editor Technometrics. Technometrics 21:1, pages 138-138.
Read now

Articles from other publishers (32)

Román Salmerón-Gómez, Catalina B. García-García & José García-Pérez. (2024) A Redefined Variance Inflation Factor: Overcoming the Limitations of the Variance Inflation Factor. Computational Economics.
Crossref
Idowu J. I., Owolabi A. T., Oladapo O. J., Ayinde K., Oshuoporu O. A. & Alao A. N.. (2023) Mitigating Multicollinearity in Linear Regression Model with Two Parameter Kibria-Lukman Estimators. WSEAS TRANSACTIONS ON SYSTEMS AND CONTROL 18, pages 612-635.
Crossref
Olasunkanmi James Oladapo, Janet Iyabo Idowu, Abiola Timothy Owolabi & Kayode Ayinde. (2023) A New Biased Two-Parameter Estimator in Linear Regression Model. EQUATIONS 3, pages 73-92.
Crossref
Janet Iyabo IDOWU, Olasunkanmi James OLADAPO, Abiola Timothy OWOLABİ, Kayode AYİNDE & Oyinlade AKİNMOJU. (2023) Combating Multicollinearity: A New Two-Parameter ApproachÇoklu İç İlişki İle Mücadele: Yeni İki Parametre Yaklaşımı. Nicel Bilimler Dergisi 5:1, pages 90-116.
Crossref
Monika Devi, D. P. Malik, Vinay Mehala & P. Mishra. (2020) Measuring Variability and Factors Affecting the Agricultural Production: A Ridge Regression Approach. Annals of Data Science 10:2, pages 513-526.
Crossref
Mowafaq Muhammed Al-Kassab & Salisu Ibrahim. 2023. Mathematics and Computation. Mathematics and Computation 183 194 .
Abiola T. Owolabi, Kayode Ayinde & Olusegun O. Alabi. (2022) A new ridge‐type estimator for the linear regression model with correlated regressors . Concurrency and Computation: Practice and Experience 34:15.
Crossref
Kayode AYİNDE, Emmanuel ADEWUYİ & Lukman Adewale FOLARANMİ. (2022) Alternative Ridge Parameters in Linear ModelDoğrusal Regresyonda Alternatif Ridge Parametreleri. Nicel Bilimler Dergisi 4:1, pages 22-46.
Crossref
Issam Dawoud, Adewale F. Lukman & Abdul-Rahaman Haadi. (2022) A new biased regression estimator: Theory, simulation and application. Scientific African 15, pages e01100.
Crossref
Ulduz Mammadova & M. Revan Özkale. (2021) Profile monitoring for count data using Poisson and Conway–Maxwell–Poisson​ regression-based control charts under multicollinearity problem. Journal of Computational and Applied Mathematics 388, pages 113275.
Crossref
Issam Dawoud & B. M. Golam Kibria. (2020) A New Biased Estimator to Combat the Multicollinearity of the Gaussian Linear Regression Model. Stats 3:4, pages 526-541.
Crossref
B. M. Golam Kibria & Adewale F. Lukman. (2020) A New Ridge-Type Estimator for the Linear Regression Model: Simulations and Applications. Scientifica 2020, pages 1-16.
Crossref
Adewale Folaranmi Lukman, Kayode Ayinde & Adegoke S. Ajiboye. (2017) Monte Carlo study of some classification-based ridge parameter estimators. Journal of Modern Applied Statistical Methods 16:1, pages 428-451.
Crossref
Catalina Garcia, Roman Salmeron Gomez, Jose Garcia Perez & Maria Del Mar Lopez Martin. (2017) On the Selection of the Ridge and Raise Factors. Indian Journal of Science and Technology 10:13, pages 1-8.
Crossref
Johan Fellman. (2016) Temporal and Spatial Variations in the Twinning Rate in Norway. Twin Research and Human Genetics 19:4, pages 359-366.
Crossref
Rai Sachindra Prasad. (2012) Modeling evapotranspiration: Some issues resolved. Modeling evapotranspiration: Some issues resolved.
Gary C. McDonald. (2009) Ridge regression. WIREs Computational Statistics 1:1, pages 93-100.
Crossref
Lawrence Barker & Cedric Brown. (2001) Logistic regression when binary predictor variables are highly correlated. Statistics in Medicine 20:9-10, pages 1431-1442.
Crossref
Eshetu Wencheko. (2000) Estimation of the signal-to-noise in the linear regression model. Statistical Papers 41:3, pages 327-343.
Crossref
Peiliang Xu & Reiner Rummel. (1994) A Simulation Study of Smoothness Methods In Recovery of Regional Gravity Fields. Geophysical Journal International 117:2, pages 472-486.
Crossref
Ralf �stermark. (1993) Portfolio efficiency of a dynamic capital asset pricing model. Empirical Economics 18:1, pages 75-93.
Crossref
Chen Shi-ji & Zeng Zhi-bin. (1993) Generalized multivariate ridge regression estimate and criteria q(c) for choosing matrixK. Applied Mathematics and Mechanics 14:1, pages 73-84.
Crossref
Charlotte H. MasonWilliam D. PerreaultJR.JR.. (2018) Collinearity, Power, and Interpretation of Multiple Regression Analysis. Journal of Marketing Research 28:3, pages 268-280.
Crossref
David A. Cicci & Byron D. Tapley. (1988) Optimal solutions of unobservable orbit determination problems. Celestial Mechanics 44:4, pages 339-363.
Crossref
Barry R. Lienert, E. Berg & L. Neil Frazer. (1986) HYPOCENTER: An earthquake location method using centered, scaled, and adaptively damped least squares. Bulletin of the Seismological Society of America 76:3, pages 771-783.
Crossref
Shigeru Yoshioka. (1986) Multicollinearity and Avoidance in Regression Analysis. Behaviormetrika 13:19, pages 103-120.
Crossref
Robert L. Schaefer. (2006) Bias correction in maximum likelihood logistic regression. Statistics in Medicine 2:1, pages 71-78.
Crossref
Ronald G. Askin. (2006) Multicollinearity in regression: Review and examples. Journal of Forecasting 1:3, pages 281-292.
Crossref
Gary C. McDonald. 1982. Statistical Decision Theory and Related Topics III. Statistical Decision Theory and Related Topics III 183 191 .
H J P Timmermans. (2016) Multiattribute Shopping Models and Ridge Regression Analysis. Environment and Planning A: Economy and Space 13:1, pages 43-56.
Crossref
Gary C. McDonald. (1980) Some Algebraic Properties of Ridge Coefficients. Journal of the Royal Statistical Society Series B: Statistical Methodology 42:1, pages 31-34.
Crossref
G. J. McLachlan. (2007) On the mean square error associated with adaptive generalized ridge regression. Biometrical Journal 22:2, pages 125-129.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.