Mean squared error comparisons of the modified ridge regression estimator and the restricted ridge regression estimator

Communications in Statistics - Theory and Methods

Volumn 27, Issue 1, 1998, Pages 131-138

  Kaçiranlar, Selahattin ^a   Sakallioǧlu, Sadullah ^a   Akdeniz, Fikri ^a  

^a CUKUROVA UNIVERSITY   (Turkey)

Author keywords

Mean square error matrix; Prior information; Restricted ridge regression; Ridge regression

Indexed keywords

EID: 0141715160     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610929808832655     Document Type: Article

References (10)

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3. Hoerl, A.E. and Kennard, R.W. (1970a). " Ridge regression : Biased estimation for non-orthogonal problems," Technometrics, 12, 55-67.
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5. Mayer, L.S. and Willke, T.A. (1973). " On biased estimation in linear models ," Technometrics , 15, 497-508.
6. Pliskin, J.L. (1987). " A ridge - type estimator and good prior means ," Communications in Statist. Theory Meth ., 16(12), 3429-3437.
7. Rao, C.R. (1973). Linear Statistical Inference and Its Applications (Second Edition). Wiley, London.
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9. Swindel, B.F. (1976). " Good ridge estimators based on prior information ," Commun. Statist.- Theory Meth., A5(11), 1065-1075.
10. Theobald, C.M. (1974). " Generalizations of mean square error applied to ridge regression, " Journal of the Royal Statistical Society, B.36, 103-106.