Generalized ridge and principal correlation estimator of the regression coefficient in growth curve model
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DOI: 10.1016/j.laa.2020.01.006
Abstract: Abstract This paper develops a new biased estimator—generalized ridge and principal correlation (GRPC) estimator of the regression coefficient in the growth curve model. The properties of the proposed estimator are shown to be superior to… read more here.
Keywords: ridge principal; principal correlation; estimator; generalized ridge ... See more keywords
A test of harmful multicollinearity: A generalized ridge regression approach
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DOI: 10.1080/03610926.2020.1754855
Abstract: Abstract This paper introduces a new test of harmful multicollinearity based on the ratio of the levels of significance of ordinary least squares and generalized ridge regression estimates of the coefficients. Harmful multicollinearity is the… read more here.
Keywords: harmful multicollinearity; multicollinearity; test; test harmful ... See more keywords
Generalized Ridge Regression Estimator in High Dimensional Sparse Regression Models
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DOI: 10.19139/soic.v6i3.581
Abstract: Modern statistical analysis often encounters linear models with the number of explanatory variables much larger than the sample size. Estimation in these high-dimensional problems needs some regularization methods to be employed due to rank deficiency… read more here.
Keywords: high dimensional; regression; ridge regression; estimator ... See more keywords