Equality between two general ridge estimators and equivalence of their residual sums of squares
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DOI: 10.1007/s00362-024-01644-z
Abstract: General ridge estimators are typical linear estimators in a general linear model. The class of them includes some shrinkage estimators in addition to classical linear unbiased estimators such as the ordinary least squares estimator and… read more here.
Keywords: two general; general ridge; equality two; ridge estimators ... See more keywords
Bayesian ridge estimators based on a vine copula-based prior in Poisson and negative binomial regression models
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DOI: 10.1080/00949655.2024.2408351
Abstract: Poisson and negative binomial regressions are popular methods for modelling the relationship between a count variable and explanatory variables. In the presence of multicollinearity, ridge regression is an alternative to the maximum likelihood estimation for… read more here.
Keywords: poisson negative; vine copula; regression; ridge estimators ... See more keywords
Some Modified Ridge Estimators for Handling the Multicollinearity Problem
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DOI: 10.3390/math11112522
Abstract: 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 strongly correlated with each other, the problem of… read more here.
Keywords: problem; multicollinearity; estimators handling; ridge estimators ... See more keywords