SMALL SAMPLE PROPERTIES OF THE GENERALIZED RIDGE REGRESSION PREDICTOR UNDER SPECIFICATION ERROR

作者: Kazuhiro Ohtani

DOI: 10.11398/ECONOMICS1950.36.1_53

关键词:

摘要:

参考文章(16)
Samuel D. Oman, A Confidence Bound Approach to Choosing the Biasing Parameter in Ridge Regression Journal of the American Statistical Association. ,vol. 76, pp. 452- 461 ,(1981) , 10.1080/01621459.1981.10477667
William J. Hemmerle, Michele Boulanger Carey, Some properties of generalized ridge estimators Communications in Statistics - Simulation and Computation. ,vol. 12, pp. 239- 253 ,(1983) , 10.1080/03610918308812316
Arthur E. Hoerl, Robert W. Kennard, Ridge Regression: Applications to Nonorthogonal Problems Technometrics. ,vol. 12, pp. 69- 82 ,(1970) , 10.1080/00401706.1970.10488635
Diane Galarneau Gibbons, A Simulation Study of Some Ridge Estimators Journal of the American Statistical Association. ,vol. 76, pp. 131- 139 ,(1981) , 10.1080/01621459.1981.10477619
Arthur E. Hoerl, Robert W. Kennard, Ridge regression: biased estimation for nonorthogonal problems Technometrics. ,vol. 42, pp. 80- 86 ,(2000) , 10.2307/1271436
T. D. Dwivedi, V. K. Srivastava, R. L. Hall, Finite Sample Properties of Ridge Estimators Technometrics. ,vol. 22, pp. 205- 212 ,(1980) , 10.1080/00401706.1980.10486136
C. Hale, R. S. Mariano, J. G. Ramage, Finite Sample Analysis of Misspecification in Simultaneous Equation Models Journal of the American Statistical Association. ,vol. 75, pp. 418- 427 ,(1980) , 10.1080/01621459.1980.10477488
William J. Hemmerle, An Explicit Solution for Generalized Ridge Regression Technometrics. ,vol. 17, pp. 309- 314 ,(1975) , 10.1080/00401706.1975.10489333
Jerry G. Thursby, Misspecification, Heteroscedasticity, and the Chow and Goldfeld-Quandt Tests The Review of Economics and Statistics. ,vol. 64, pp. 314- 321 ,(1982) , 10.2307/1924311
Karl Lin, Jan Kmenta, Ridge Regression Under Alternative Loss Criteria The Review of Economics and Statistics. ,vol. 64, pp. 488- 494 ,(1982) , 10.2307/1925948