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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
University Constantin Brancusi of Targu-Jiu
2009-10-01
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| Series: | Surveys in Mathematics and its Applications |
| Subjects: | |
| Online Access: | http://www.utgjiu.ro/math/sma/v04/p08.pdf |