269
Views
2
CrossRef citations to date
0
Altmetric
Original Articles

The feasible generalized restricted ridge regression estimator

, &
Pages 753-765 | Received 08 Mar 2016, Accepted 11 Aug 2016, Published online: 29 Aug 2016

References

  • Hoerl E, Kennard RW. Ridge regression: biased estimation for nonorthogonal problems. Technometrics. 1970;12(1):55–67. doi: 10.1080/00401706.1970.10488634
  • Stein C. Inadmissibility of usual estimator for the mean of a multivariate Normal distribution. Proceedings of the Third Berkeley Symposium on Mathematical Statistics and Probability; 1956; Berkeley.
  • Rao CR, Toutenburg H, Shalabhs, et al. Linear models and generalizations: least squares and alternatives. Berlin: Springer-Verlag; 2008.
  • Judge GG, Griffiths WE, Hill RC, et al. The theory and practice of econometrics. 2nd ed. New York: Wiley; 1985.
  • Groß J. Restricted ridge estimation. Statist Probab Lett. 2003;65:57–64. doi: 10.1016/j.spl.2003.07.005
  • Kaçıranlar S, Sakallıoğlu S, Özkale MR, et al. More on the restricted ridge regression estimation. J Stat Comput Simul. 2011;81(11):1433–1448. doi: 10.1080/00949655.2010.491480
  • Griffiths WE, Hill RC, Judge GG. Learning and practicing econometrics. New York: Wiley; 1993.
  • Aitken AC. IV. On least squares and linear combination of observations.. Proc. R. Soc. Edinburgh Sect. A. 1935;55:42–48. doi: 10.1017/S0370164600014346
  • Trenkler G. On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors. J. Econometr. 1984;25:179–190. doi: 10.1016/0304-4076(84)90045-9
  • Gosling BJ, Hsu JJ, Puterman ML. Ridge estimation in regression problems with autocorrelated errors. 1982. (Working paper No. 810). Faculty of Commerce and Business Administration. Vancouver: University of British Columbia.
  • Firinguetti L. A simulation study of ridge regression estimators with autocorrelated errors. Commun Statist Simul Comput. 1989;18(2):673–702. doi: 10.1080/03610918908812784
  • Kaçıranlar S. Liu estimator in the general linear regression model. J Appl Statist Sci. 2003;13:229–234.
  • Özkale MR. A jackknifed ridge estimator in the linear regression model with heteroscedastic or correlated errors. Statist Probab Lett. 2008;78:3159–3169. doi: 10.1016/j.spl.2008.05.039
  • Özkale MR. Monte Carlo simulation study of biased estimators in the linear regression models with correlated or heteroscedastic errors. Commun Stat. Simul Comput. 2014;43(5):1143–1186. doi: 10.1080/03610918.2012.728273
  • Alheety M, Kibria BMG. On the Liu and almost unbiased Liu estimators in the presence of multicollinearity with heteroscedastic or correlated errors. Surv Math Appl. 2009;4:155–167.
  • Güler H, Kaçıranlar S. A comparison of mixed and ridge estimators of linear models. Comm Stat Simul Comput. 2009;38(2):368–401. doi: 10.1080/03610910802506630
  • Şiray GÜ, Kaçıranlar S, Sakallıoğlu S. r-k class estimator in the linear regression model with correlated errors. Statist Pap. 2014;55:393–407. doi: 10.1007/s00362-012-0484-8
  • Prais SJ, Winsten CB. Trend estimators and serial correlation. Chicago, IL: Cowles Commission; 1954.
  • Eledum H, Zahri M. Relaxation method for two stages ridge regression estimator. Int J Pure Appl Math Sci. 2013;85(4):653–667.
  • Dawoud I, Kaçıranlar S. Two stages Liu regression estimator. Commun Statist Simul Comput. 2015. doi:10.1080/03610918.2015.1056353.
  • Chaturvedi A, Shukla G. Stein rule estimation in linear model with nonscalar error covariance matrix. Sankhya B. 1990;52:293–304.
  • Chaturvedi A, Van Hoa T, Shukla G. Improved estimation in the restricted regression model with non-spherical disturbances. J Quant Econ. 1996;12:115–123.
  • Swindel BF. Good ridge estimators based on prior information. Commun Statist Theory Methods. 1976;5:1065–1075. doi: 10.1080/03610927608827423
  • Chaturvedi A, Wan ATK, Singh SP. Stein-rule restricted regression estimator in a linear regression model with nonspherical disturbances. Commun Statist Theory Methods. 2001;30(1):55–68. doi: 10.1081/STA-100001558
  • Farebrother RW. Further results on the mean square error of ridge regression. J R Stat Soc Ser B Stat Methodol. 1976;38(3):248–250.
  • Rao CR, Toutenburg H. Linear models: least squares and alternatives. Berlin: Springer-Verlag; 1999.
  • Groß J. Linear regression. Berlin: Springer-Verlag; 2003.
  • McDonald GC, Galarneau DI. A Monte Carlo evaluation of some ridge type estimators. J Am Statist Assoc. 1975;20:407–416. doi: 10.1080/01621459.1975.10479882
  • Kibria BMG. Performance of some new ridge regression estimators. Commun Statist Simul Comput. 2003;32(2):419–435. doi: 10.1081/SAC-120017499
  • Hoerl AE, Kennard RW, Baldwin KF. Ridge regression: some simulations. Commun Statist Simul Comput. 1975;4:105–123. doi: 10.1080/03610917508548342

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:

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:

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.