288
Views
6
CrossRef citations to date
0
Altmetric
Original Articles

Bayesian estimation of the shrinkage parameter in ridge regression

&
Pages 3314-3327 | Received 20 Dec 2017, Accepted 31 Oct 2018, Published online: 21 Jan 2019

References

  • Arashi, M., S. M. M. Tabatabaey, and M. H. Bashtian. 2014. Shrinkage ridge estimators in linear regression. Communications in Statistics-Simulation and Computation 43 (4):871–904.
  • Firinguetti, L., and G. Bobadilla. 2011. Asymptotic confidence intervals in ridge regression based on the Edgeworth expansion. Statistical Papers 52 (2):287–307.
  • Firinguetti, L., G. Kibria, and R. Araya. 2017. Study of partial least squares and ridge regression methods. Communications in Statistics - Simulation and Computation 46 (8):6631–44.
  • Frank, L. E., and J. H. Friedman. 1993. A statistical view of some chemometrics regression tools. Technometrics 35 (2):109–35.
  • Hoerl, A. E., and R. W. Kennard. 1970a. Ridge regression: Applications to nonorthogonal problems. Technometrics 12 (1):69–82.
  • Hoerl, A. E., and R. W. Kennard. 1970b. Ridge regression: Biased estimation for nonorthogonal problems. Technometrics 12(1):55–67.
  • Hoerl, A. E., R. W. Kennard, and K. F. Baldwin. 1975. Ridge regression: Some simulations. Communications in Statistics - Simulation and Computation 4 (2):105–23.
  • Khalaf, G., K. Månsson, and G. Shukur. 2013. Modified ridge regression estimators. Communications in Statistics-Theory and Methods 42 (8):1476–87.
  • Kibria, B. G. 2003. Performance of some new ridge regression estimators. Communications in Statistics-Simulation and Computation 32 (2):419–35.
  • Kibria, B. 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 (11):793–810.
  • Kibria, B. G. 2012. Some liu and ridge-type estimators and their properties under the ill-conditioned gaussian linear regression model. Journal of Statistical Computation and Simulation 82 (1):1–17.
  • Lawless, J., and P. Wang. 1976. A simulation study of ridge regression and other regression estimators. Communications in Statistics-Theory and Methods 5:1615–24.
  • Mallick, H., and N. Yi. 2013. Bayesian methods for high dimensional linear models. Journal of Biometrics & Biostatistics 1:005.
  • Mansson, K., G. Shukur, and B. G. Kibria. 2010. On some ridge regression estimators: A Monte Carlo simulation study under different error variances. Journal of Statistics 17 (1):1–22.
  • Muniz, G., and B. G. Kibria. 2009. On some ridge regression estimators: An empirical comparisons. Communications in Statistics - Simulation and Computation 38 (3):621–30.
  • Muniz, G., B. M. Kibria, and G. Shukur. 2012. On developing ridge regression parameters: A graphical investigation. SORT 36:115–38.
  • Najarian, S., M. Arashi, and B. G. Kibria. 2013. A simulation study on some restricted ridge regression estimators. Communications in Statistics-Simulation and Computation 42 (4):871–90.
  • Sokal, R. R., and F. J. Rohlf. 1981. Biometry. 2nd ed. San Francisco, CA: W.H. Freeman and Co.
  • van Wieringen, W. N. 2015. Lecture notes on ridge regression. arXiv Preprint arXiv 1509:09169.

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.