Generalized ridge shrinkage estimation in restricted linear model

被引：0
|
作者：
Feng Qian
Rong Chen
Ling Wang
机构：
[1] Changzhou Institute of Technology,School of Science
[2] Beijing University of Technology,Faculty of Science
[3] Nanjing Vocational University of Industry Technology,Public Foundational courses Department
来源：
Computational Statistics | 2024年 / 39卷
关键词：
Multicollinearity; Restricted least squares; Mean square error criterion; Pitman closeness criterion; Restricted generalized ridge shrinkage estimator;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In the case of multicollinearity, biased estimators are always introduced to correct the least squares estimator. In this paper, we propose a new biased estimator for the restricted linear model. The properties of the new estimator and its superiority over the restricted least squares estimator in terms of the mean square error and Pitman closeness criterion are theoretically analysed. Furthermore, we optimize and verify the feasibility of the new estimator using a numerical simulation.
引用
收藏
页码：1403 / 1416
页数：13
相关论文
共 50 条
  • [31] The feasible generalized restricted ridge regression estimator
    Ozbay, Nimet
    Kaciranlar, Selahattin
    Dawoud, Issam
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2017, 87 (04) : 753 - 765
  • [32] Shrinkage Estimation in Restricted Elliptical Regression Models
    Fallah, Reza
    Arashi, Mohammad
    Tabatabaey, Seyed Mohammad M.
    JIRSS-JOURNAL OF THE IRANIAN STATISTICAL SOCIETY, 2018, 17 (01): : 49 - 61
  • [33] Registration and estimation for functional generalized linear model
    Xu, Tengteng
    Zhang, Riquan
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2025,
  • [34] Sequential Estimation of Generalized Linear Model Coefficients
    Labriji, Ali
    Msellek, Safae
    Bennar, Abdelkrim
    BOLETIM SOCIEDADE PARANAENSE DE MATEMATICA, 2024, 42
  • [35] CITATION CLASSIC - GENERALIZED INVERSES, RIDGE-REGRESSION, BIASED LINEAR-ESTIMATION, AND NON-LINEAR ESTIMATION
    MARQUARDT, DW
    CURRENT CONTENTS/ENGINEERING TECHNOLOGY & APPLIED SCIENCES, 1983, (12): : 20 - 20
  • [36] Moment estimation in a semiparametric generalized linear model
    Wang, Xueqin
    Peng, Hanxiang
    STATISTICS & PROBABILITY LETTERS, 2008, 78 (12) : 1624 - 1633
  • [37] Approximate uniform shrinkage prior for a multivariate generalized linear mixed model
    Chen, Hsiang-Chun
    Wehrly, Thomas E.
    JOURNAL OF MULTIVARIATE ANALYSIS, 2016, 145 : 148 - 161
  • [38] RIDGE ESTIMATION OF RESTRICTED PARAMETERS IN PRODUCTION TECHNIQUES
    MUKHERJEE, SP
    DASGUPTA, U
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1987, 16 (12) : 3439 - 3446
  • [39] GOODNESS OF FIT FOR GENERALIZED SHRINKAGE ESTIMATION
    Cheng, C-L
    Shalabh
    Chaturvedi, A.
    THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS, 2019, 100 : 177 - 197
  • [40] Generalized ridge estimator and model selection criteria in multivariate linear regression
    Mori, Yuichi
    Suzuki, Taiji
    JOURNAL OF MULTIVARIATE ANALYSIS, 2018, 165 : 243 - 261
12345