Ridge regression estimator: combining unbiased and ordinary ridge regression methods of estimation

Statistical literature has several methods for coping with multicollinearity. This paper introduces a new shrinkage estimator, called modified unbiased ridge (MUR). This estimator is obtained from unbiased ridge regression (URR) in the same way that ordinary ridge regression (ORR) is obtained from o...

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Detalhes bibliográficos

Principais autores:	Sharad Damodar Gore, Feras Sh. M. Batah
Formato:	Artigo
Idioma:	Inglês
Publicado em:	University Constantin Brancusi of Targu-Jiu 2009-10-01
coleção:	Surveys in Mathematics and its Applications
Assuntos:	Multicollinearity Ordinary Least Squares Estimator Ordinary Ridge Regression Estimator Unbiased Ridge Estimator.
Acesso em linha:	http://www.utgjiu.ro/math/sma/v04/p08.pdf
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