Combining unbiased ridge and principal component regression estimators

Communications in Statistics - Theory and Methods

Volumn 38, Issue 13, 2009, Pages 2201-2209

  Batah, Feras Sh M ^a   Özkale, M Revan ^b   Gore, S D ^a  

^a UNIVERSITY OF PUNE   (India)

^b CUKUROVA UNIVERSITY   (Turkey)

Author keywords

(r, k) class estimator; Multicollinearity; Ordinary least squares estimator; Ordinary ridge regression estimator; Principal components regression estimator; Unbiased ridge regression estimator

Indexed keywords

(R, K) CLASS ESTIMATOR; MULTICOLLINEARITY; ORDINARY LEAST SQUARES ESTIMATOR; ORDINARY RIDGE REGRESSION ESTIMATOR; PRINCIPAL COMPONENTS REGRESSION ESTIMATOR; UNBIASED RIDGE REGRESSION ESTIMATOR;

MAXIMUM LIKELIHOOD ESTIMATION; REGRESSION ANALYSIS;

ESTIMATION;

EID: 70449580755     PISSN: 03610926     EISSN: 1532415X     Source Type: Journal    
DOI: 10.1080/03610920802503396     Document Type: Article

References (17)

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