Finite Sample Properties of Ridge Estimators
作者： T. D. Dwivedi , V. K. Srivastava , R. L. Hall
DOI: 10.1080/00401706.1980.10486136
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摘要: This paper derives the exact expressions for first two moments of a generalized ridge estimator employing initial choice characterizing scalars as recommended by Hoer1 and Kermard (1970a). A numerical comparison relative bias, mean squared error efficiency with respect to ordinary least squares is also presented.
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