Weighted Mean Square Error Ridge Regression: Some Analytical Results

This paper examines practical procedures for obtaining generalized ridge-type estimators of a standard linear regression model. The analysis is specialized to the single 'k' model and this is compared to a procedure recently proposed by McDonald and Galarneau (1975).

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Year of publication:	1975
Authors:	Prescott, David M.
Institutions:	Economics Department, Queen's University

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Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	2 pages long
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005688450