A Monte Carlo Study of Recent Ridge Parameters

References

• Alkhamisi , M. A. , Khalaf , G. , Shukur , G. ( 2006 ). Some modifications for choosing ridge parameter . Communications in Statistics A 35 : 1 – 16 .
   Google Scholar
• Frisch , R. ( 1934 ). Statistical Confluence Analysis by Means of Complete Regression Systems , Publication 5 ( Oslo : University Institute of Economics, 1934 ).
   Google Scholar
• Haq , M. S. , Kibria , B. M. G. ( 1996 ). A shrinkage estimator for the restricted linear regression model: ridge regression approach . Journal of Applied Statistical Science 3 ( 4 ): 301 – 316 .
   Google Scholar
• Hoerl , A. E. , Kennard , R. W. ( 1970a ). Ridge regression: biased estimation for non-orthogonal problems . Technometrics 12 : 55 – 67 .
   Web of Science ®Google Scholar
• Hoerl , A. E. , Kennard , R. W. ( 1970b ). Ridge regression: application to non-orthogonal problems . Technometrics 12 : 69 – 82 .
   Web of Science ®Google Scholar
• Khalaf , G. , Shukur , G. ( 2005 ). Choosing ridge parameter for regression problems . Communications in Statistics A 34 : 1177 – 1182 .
   Google Scholar
• Kibria , B. M. G. ( 2003 ). Performance of some new ridge regression estimators . Communications in Statistics B(2) 32 : 419 – 435 .
   Web of Science ®Google Scholar
• Kibria , B. M. G. ( 2004 ). Performance of the shrinkage preliminary test ridge regression estimators based on the conflicting of W, LR, and LM tests . Journal of Statistical Computation and Simulation 74 ( 9 ): 793 – 810 .
   Web of Science ®Google Scholar
• Kibria , B. M. G. , Saleh , A. K. Md. E. ( 2004 ). Performance of positive rule estimator in the Ill-conditioned Gaussian regression model . Calcutta Statistical Association Bulletin 55 ( 219–220 ): 209 – 239 .
   Google Scholar
• Lawless , J. F. , Wang , P. ( 1976 ). A simulation study of ridge and other regression estimators . Communications Statististics A 5 : 307 – 323 .
   Google Scholar
• McDonald , G. C. , Galarneau , D. I. ( 1975 ). A Monte Carlo evaluation of some ridge-type estimators . JASA 70 : 407 – 416 .
   Web of Science ®Google Scholar
• Saleh , A. K. Md. , Kibria , B. M. G. ( 1993 ). Performance of some new preliminary test ridge regression and their properties . Communications Statistics A 22 : 2747 – 2764 .
   Web of Science ®Google Scholar