Advanced search
Publication Cover
Communications in Statistics - Theory and Methods Volume 38, 2009 - Issue 13
Submit an article Journal homepage
319
Views
18
CrossRef citations to date
0
Altmetric
Original Articles

Combining Unbiased Ridge and Principal Component Regression Estimators

Feras Sh. M. Batah Department of Statistics, University of Pune, Pune, IndiaCorrespondence[email protected]
,
M. Revan Özkale Department of Statistics, Çukurova University, Adana, Turkey
&
S. D. Gore Department of Statistics, University of Pune, Pune, India
Pages 2201-2209 | Received 10 Mar 2008, Accepted 24 Sep 2008, Published online: 04 Jun 2009

References

  • Batah , F. , Gore , S. ( 2008 ). Improving precision for jackknifed ridge type estimation . Far East J. Theoret. Statist. 24 : 157 – 174 .
  • Batah , F. , Gore , S. , Verma , M. ( 2008 ). Effect of jackknifing on various ridge type estimators . Model Assisted Statist. Applic. 3 3 : 201 – 210 .
  • Baye , M. , Parker , D. ( 1984 ). Combining ridge and principal component regression: a money demand illustration . Commun. Statist. Theor. Meth. 13 : 197 – 205 .
  • Crouse , R. , Jin , C. , Hanumara , R. ( 1995 ). Unbiased ridge estimation with prior information and ridge trace . Commun. Statist. Theor. Meth. 24 : 2341 – 2354 .
  • Farebrother , R. ( 1976 ). Further results on the mean square error of the ridge regression . J. Roy. Statist. Soc. B. 38 : 248 – 250 .
  • Gunst , R. F. , Mason , R. L. ( 1977 ). Biased estimation in regression: an evaluation using mean squared error . J. Amer. Statist. Assoc. 72 : 616 – 628 .
  • Hoerl , A. , Kennard , R. ( 1970 ). Ridge regression: biased estimation for nonorthogonal problems . Technometrics 12 : 55 – 67 .
  • Hoerl , A. , Kennard , R. ( 1981 ). Ridge regression: advance algorithms and application . Am. J. Math. Manag. Sci. 1 : 583 .
  • Hoerl , A. , Kennard , R. , Baldwin , K. ( 1975 ). Ridge regression: some simulations . Commun. Statist. Theor. Meth. 4 : 105 – 123 .
  • Marquardt , D. ( 1970 ). Generalized inverses, ridge regression, biased linear estimation and nonlinear estimation . Technometrics 12 : 591 – 612 .
  • Massy , W. F. ( 1965 ). Principal component regression in explanatory statistical research . J. Amer. Statist. Assoc. 60 : 234 – 256 .
  • Mayer , L. , Willke , T. ( 1973 ). On biased estimation in linear models . Technometrics 15 : 497 – 508 .
  • Özkale , M. R. , Kaçiranlar , S. ( 2007 ). Comparisons of the unbiased ridge estimation to the other estimations . Commun. Statist. Theor. Meth. 36 : 707 – 723 .
  • Pliskin , J. ( 1987 ). A ridge-type estimator and good prior means . Commun. Statist. Theor. Meth. 16 : 3429 – 3437 .
  • Rao , C. , Toutenburg , H. ( 1995 ). Linear Models: Least Squares and Alternatives . New York : Springer-Verlag Inc .
  • Sarkar , N. ( 1996 ). Mean square error matrix comparison of some estimators in linear regression with multicollinearity . Statist. Probab. Lett. 21 : 1987 – 2000 .
  • Swindel , B. ( 1976 ). Good ridge estimators based on prior information . Commun. Statist. Theor. Meth. A5 : 1065 – 1075 .

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:

Order Reprints Request Corporate Permissions

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:

Request Academic Permissions

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.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.