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On ridge estimators for the negative binomial regression model

Månsson, Kristofer - In: Economic modelling 29 (2012) 2, pp. 178-184

Persistent link: https://www.econbiz.de/10009536040

Performance of Some Logistic Ridge Regression Estimators

Kibria, B.; Månsson, Kristofer; Shukur, Ghazi - In: Computational Economics 40 (2012) 4, pp. 401-414

error (MSE). In the simulation study we also calculate the mean value and the standard deviation of k. The average value is … criteria if several estimators of k have the same MSE, then the most stable estimator (with the lowest standard deviation …

Persistent link: https://www.econbiz.de/10010989298

A Monte Carlo Study of Recent Ridge Parameters

Alkhamisi, Mahdi A.; Shukur, Ghazi - Centrum för arbetsmarknadspolitisk forkskning (CAFO), … - 2006

. The mean squared of error (MSE) is used as criterion to examine the performance of the proposed estimators when compared … smaller (MSE) than the ordinary least squared estimator (OLS) and Hoerl and Kennard (1970a) estimator (HK). …

Persistent link: https://www.econbiz.de/10005190616

Performance of Kibria’s methods in partial linear ridge regression model

Arashi, M.; Valizadeh, T. - In: Statistical Papers 56 (2015) 1, pp. 231-246

the presence of multicollinearity. After exhibiting the MSE of ridge estimator based on eigenvalues of design matrix, a …, increasing the correlation between the independent variables has positive effect on the MSE (signal-to-noise-ratio). However …> has negative effect on MSE. When the sample size increases the MSE decreases even when the correlation between the …

Persistent link: https://www.econbiz.de/10011151893

A comparative study on countermeasures for handling multicollinearity in regression analysis

Saikia, B.; Singh, R. - In: Asian African journal of economics and econometrics 14 (2014) 2, pp. 163-174

Persistent link: https://www.econbiz.de/10010485817

Diagnosing and correcting the effects of multicollinearity : Bayesian implications of ridge regression

Assaf, A. Georges; Tsionas, Efthymios G.; Tasiopoulos, … - In: Tourism management : research, policies, practice 71 (2019), pp. 1-8

Persistent link: https://www.econbiz.de/10011987744

A new biased estimator based on ridge estimation

Sakallıoğlu, Sadullah; Kaçıranlar, Selahattin - In: Statistical Papers 49 (2008) 4, pp. 669-689

Persistent link: https://www.econbiz.de/10008533751

A new Liu-type estimator

Kurnaz, Fatma; Akay, Kadri - In: Statistical Papers 56 (2015) 2, pp. 495-517

The purpose of this paper is to introduce a new general Liu-type estimator which includes the ordinary least squares (OLS), ordinary ridge regression (ORR), Liu estimators and some estimators with two biasing parameters as special cases. Also, we investigate the superiority of the new Liu-type...

Persistent link: https://www.econbiz.de/10011241328

Boosting ridge regression

Tutz, Gerhard; Binder, Harald - 2005

Ridge regression is a well established method to shrink regression parameters towards zero, thereby securing existence of estimates. The present paper investigates several approaches to combining ridge regression with boosting techniques. In the direct approach the ridge estimator is used to fit...

Persistent link: https://www.econbiz.de/10010266233

Estimating the long rate and its volatility

Annaert, Jan; Claes, Anouk G. P.; De Ceuster, Marc J.; … - In: Economics letters 129 (2015), pp. 100-102

Persistent link: https://www.econbiz.de/10011422029