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Original Articles

The exact properties of the lawless and wang operational ridge regression estimator in a misspecified regression equation

Pages 689-714 | Received 01 Feb 1991, Published online: 27 Jun 2007

References

  • Firinguetti , L. 1987 . Exact Moments of Lawless and Wang's Operational Ridge Regression Estimator . Communications in Statistics , 16 : 731 – 745 .
  • Firinaguetti . 1989 . A Simulation Study of Ridge Regression in an Incorrectly Specified Model Unpublished. Available on request from the author
  • Hoerl , A.F. and Kennard , R.W. 1970 . Ridge Regression:Biased Estimation for Non Orthogonal Problems . Technometrics , 12 : 55 – 67 .
  • Hoerl , R.W. , Schuenemeyer , J.H. and Hoerl , A.E. 1986 . A Simulation Study of Biased Estimation and Subset Selection Regression Techniques . Technometrics , 28 : 369 – 380 .
  • Lawless , J.F. and Wang , P. 1976 . A Simulation Study of Ridge and other Regression Estimators . Cummunications in statistics , A5 : 307 – 323 .
  • Miller , A.J. 1990 . Subset Selection in Regression , London : Chapman and Hall .
  • Rao , P. 1971 . Some Notes on Misspecification in a Multiple Regression . The American Statistician , 25 : 37 – 39 .
  • Ullah , A. and Nagar , A.L. 1974 . The Exact Mean of the Two Stage Least Squares Estimator of the Structural Parameters in an Equation Having Three Endogenous Variables . Econometrica , 42 : 749 – 758 .

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