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Original Articles

On the almost unbiased ridge regression estimator

Pages 729-743 | Received 01 Oct 1987, Published online: 13 Feb 2011

References

  • Hoerl , A.E. and Kennard , R.W. 1970 . Ridge regression: biased estimation for nonorthogonal problems . Technometrics , 12 : 55 – 67 .
  • Hoerl , A.E. , Kennard , R.W. and Baldwin , K.F. 1975 . Ridge regression: some simulation . Communications in statistics , 4 : 105 – 123 .
  • Kadiyala , K. 1984 . A class of almost unbiased and efficient estimators of regression coeficients . Economics Letters , 16 : 293 – 296 .
  • Lawless , J.F. and Wang , P. 1976 . A simulation study of ridge and other regression estimators . Communications in Statistics- Theory and Methods , 14 : 1589 – 1604 .
  • Lee , K. and Campbell , D.B. 1985 . Selecting the optimum k in ridge regression . Communications in Statistics- Theory and Methods , 15 : 1589 – 1604 .
  • Ohtani , K. 1986 . On small sample properties of the almost unbiased generalized ridge estimator . Communications in Statistics- Theory and Methods , 15 : 1571 – 1578 .
  • Singh , B. and Chaubey , Y.P. 1987 . On some improved ridge estimators . Statistische Hefte , 28 : 53 – 67 .
  • Singh , B. , Chaubey , Y.P. and Dwivedi , T.D. 1986 . An a almost unbiased ridge estimator . Sankhya: The Indian Journal of Statistics , B48

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