901
Views
86
CrossRef citations to date
0
Altmetric
Original Articles

Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression

&
Pages 2389-2413 | Published online: 02 Sep 2006

References

  • Akdeniz , F. , Erol , H. and Öztürk , F. 1999 . MSE comparisons of some biased estimators in linear regression model . Journal of Applied Statistical Science , 9 ( 1 ) : 73 – 85 .
  • Akdeniz , F. and Kaçiranlar , S. 1995 . On the almost unbiased generalized, Liu estimator and unbiased estimation of the bias and mse . Communications in Statistics—Theory and Methods , 24 ( 7 ) : 1789 – 1797 .
  • Farebrother , R. W. 1976 . Further results on the mean square error of ridge regression . Journal of the Royal Statistical Society B. , 38 : 248 – 250 .
  • Firinguetti , L. 1999 . A generalized ridge regression estimator and its finite sample properties . Communications in Statistics—Theory and Methods , 28 ( 5 ) : 1217 – 1229 .
  • Gnot , S. , Trenkler , G. and Zmyslony , R. 1995 . Non-negative minimum biased quadratic estimation in the linear regression models . Journal of Multivariate Analysis , 4 ( 1 ) : 113 – 125 .
  • Gruber , M. H. J. 1998 . Improving Efficiency by Shrinkage: The James Stein and Ridge Regression Estimators New York : Marcel Dekker .
  • Hemmerle , W. J. and Brantle , T. F. 1978 . An explicit and constrained generalized ridge estimation . Technometrics , 20 : 109 – 119 .
  • Hocking , R. R. , Speed , F. M. and Lynn , M. J. 1976 . A class of biased estimators in linear regression . Technometrics , 18 : 425 – 437 .
  • Hoerl , A. E. and Kennard , R. 1970a . Ridge regression: biased estimation for non-orthogonal problems . Technometrics , 12 : 55 – 67 .
  • Hoerl , A. E. and Kennard , R. W. 1970b . Ridge regression: application for non-orthogonal problems . Technometrics , 12 : 69 – 82 .
  • Hoerl , A. E. , Kennard , R. and Baldwin , K. F. 1975 . Ridge regression: some simulations . Communications in Statistics—Theory and Methods , 4 ( 2 ) : 105 – 123 .
  • Kaçiranlar , S. , Sakallioğlu , S. , Akdeniz , F. , Styan , G. P. H. and Werner , H. J. 1999 . A new biased estimator in linear regression and a detailed analysis of the widely-analyzed dataset on Portlandcement . Sankhya: The Indian Journal of Statistics , 61 : 443 – 459 . Series B
  • Lawless , J. F. and Wang , P. 1976 . “ A simulation study of ridge and other regression estimators ” . In Communications in Statistics—Theory and Methods Vol. A5 , 307 – 323 .
  • Liu , Ke Jian . 1993 . A new class of biased estimate in linear regression . Communications in Statistics—Theory and Methods , 22 ( 2 ) : 393 – 402 .
  • McDonald , G. C. and Galarneau , D. I. 1975 . A Monte Carlo evaluation of some ridge type estimators . Journal of the American Statistical Association , 70 : 407 – 416 .
  • Nomura , M. 1988 . On the almost unbiased ridge regression estimator . Communications in Statistics— Simulation and Computation , 17 : 729 – 743 .
  • Rao , C. R. and Toutenburg , H. 1995 . Linear Models Least Squares and Alternatives New York : Springer-Verlag .
  • Sakallioğlu , S. , Kaçiranlar , S. and Akdeniz , F. 2001 . Mean squared error comparisons of some biased regression estimators . Communications in Statistics—Theory and Methods , 30 ( 2 ) : 347 – 361 .
  • Singh , B. , Chaubey , Y. P. and Dwivedi , T. D. 1986 . An almost unbiased ridge estimator . Sankhya : The Indian Journal of Statistics 48 , : 342 – 346 . Series B
  • Stein , C. Inadmissibility of usual estimator for the mean of a multi-variate normal distribution . Proceedings of the Third Berkeley Symposium on Mathematical Statistics and Probability . pp. 197 – 206 . Berkeley : University of California Press .
  • Theobald , C. M. 1974 . Generalizations of mean square error applied to ridge regression . Journal of the Royal Statistical Society B. , 36 : 103 – 106 .
  • Trenkler , G. and Toutenburg , H. 1990 . Mean squared error matrix comparisons between biased estimators an overview of recent results . Statistical Papers , 31 : 165 – 179 .
  • Troskie , C. G. and Chalton , D. O. 1996 . A Bayesian estimate for the constants in ridge regression . South African Statistical Journal , 30 : 119 – 137 .

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.