Search Results - subject:"general ridge estimator"

Boer, P.M.C. de; Hafner, C.M. - Erasmus University Rotterdam, Econometric Institute - 2005

. Keywords: general ridge estimator, MSE performance Running head: Ridge Regression Revisited ⁄Econometric Institute, Erasmus … estimators, ridge and shrinkage, are special cases of this general ridge estimator. Groß(2003) states that the disadvantage of … parameter space. Thus, the explicit general ridge estimator as derived independently by Hemmerle (1975) and Teekens and de Boer …

Persistent link: https://www.econbiz.de/10005450880

Ridge regression revisited

Hafner, Christian Matthias; de Boer, P.M.C. - Faculteit der Economische Wetenschappen, Erasmus … - 2005

We argue in this paper that general ridge (GR) regression implies no major complication compared with simple ridge regression. We introduce a generalization of an explicit GR estimator derived by Hemmerle and by Teekens and de Boer and show that this estimator, which is more conservative,...

Persistent link: https://www.econbiz.de/10010731626

Another look at the naive estimator in a regression model

Liski, Erkii; Wang, Song-Gui - In: Metrika 41 (1994) 1, pp. 55-64

Persistent link: https://www.econbiz.de/10005155805