期刊
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
卷 38, 期 3, 页码 621-630出版社
TAYLOR & FRANCIS INC
DOI: 10.1080/03610910802592838
关键词
Bias; Estimation; MSE; Multicollinearity; Ridge regression; Simulation
In ridge regression analysis, the estimation of the ridge parameter k is an important problem. Many methods are available for estimating such a parameter. This article reviewed and proposed some estimators based on Kibria (2003) and Khalaf and Shukur (2005). A simulation study has been made and mean squared error (MSE) criteria are used to compare the performances of the estimators. We observed that under certain conditions some of the proposed estimators performed well compared to the ordinary least squared (OLS) estimator and some existing popular estimators. Finally, a numerical example has been considered to illustrate the performance of the estimators.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据