The moments of the operational almost unbiased ridge regression estimator

被引：8

作者：

Akdeniz, F ^{[1
]}

Yüksel, G

Wan, ATK

机构：

[1] Cukurova Univ, Dept Math, Fac Arts & Sci, TR-01330 Adana, Turkey

[2] City Univ Hong Kong, Dept Management Sci, Kowloon, Hong Kong, Peoples R China

来源：

APPLIED MATHEMATICS AND COMPUTATION | 2004年 / 153卷 / 03期

关键词：

almost unbiased ridge regression estimator; moment; multicollinearity; operational estimator; ridge regression;

D O I：

10.1016/S0096-3003(03)00663-5

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we derive the exact general expressions for the moments of the Lawless-Wang's operational almost unbiased ridge regression (AUGRR) estimator for individual regression coefficients. (C) 2003 Elsevier Inc. All rights reserved.

引用

页码：673 / 684

页数：12

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