Ridge regression

GC McDonald - Wiley Interdisciplinary Reviews: Computational …, 2009 - Wiley Online Library
Ridge regression is a popular parameter estimation method used to address the collinearity
problem frequently arising in multiple linear regression. The formulation of the ridge …

[图书][B] Regression estimators: A comparative study

MHJ Gruber - 2010 - books.google.com
An examination of mathematical formulations of ridge-regression-type estimators points to a
curious observation: estimators can be derived by both Bayesian and Frequentist methods …

The modified Liu-ridge-type estimator: a new class of biased estimators to address multicollinearity

M Aslam, S Ahmad - Communications in Statistics-Simulation and …, 2022 - Taylor & Francis
This article proposes another general class of biased estimators which includes some
popular estimators as special cases and discusses its properties for multiple linear …

Another proposal about the new two-parameter estimator for linear regression model with correlated regressors

S Ahmad, M Aslam - Communications in Statistics-Simulation and …, 2022 - Taylor & Francis
In this article, we present a new general class of biased estimators which includes some
popular estimators as special cases and discuss its properties for multiple linear regression …

Some Modified Ridge Estimators for Handling the Multicollinearity Problem

N Shaheen, I Shah, A Almohaimeed, S Ali, HN Alqifari - Mathematics, 2023 - mdpi.com
Regression analysis is a statistical process that utilizes two or more predictor variables to
predict a response variable. When the predictors included in the regression model are …

On the performance of jackknife based estimators for ridge regression

I Shah, F Sajid, S Ali, A Rehman, SA Bahaj… - IEEE Access, 2021 - ieeexplore.ieee.org
Regression techniques are generally used to predict a response variable using one or more
predictor variables. In many fields of study, the regressors can be highly intercorrelated …

Performance of Kibria's method for the heteroscedastic ridge regression model: Some Monte Carlo evidence

M Aslam - Communications in Statistics-Simulation and …, 2014 - Taylor & Francis
It is common for a linear regression model that the error terms display some form of
heteroscedasticity and at the same time, the regressors are also linearly correlated. Both of …

Efficient estimation of Pareto model: Some modified percentile estimators

SH Bhatti, S Hussain, T Ahmad, M Aslam, M Aftab… - PloS one, 2018 - journals.plos.org
The article proposes three modified percentile estimators for parameter estimation of the
Pareto distribution. These modifications are based on median, geometric mean and …

Influence diagnostic methods in the Poisson regression model with the Liu estimator

A Khan, M Amanullah, M Amin… - Computational …, 2021 - Wiley Online Library
There is a long history of interest in modeling Poisson regression in different fields of study.
The focus of this work is on handling the issues that occur after modeling the count data. For …

[HTML][HTML] Influence diagnostics for the poisson regression model using two-parameter estimator

A Khan, M Amanullah, HM Aljohani… - Alexandria Engineering …, 2021 - Elsevier
The identification of influential observations is an essential element in regression analysis
as they posed a threat to the model building process. The existence of multicollinearity …