Performances of the Positive-Rule Stein-Type Ridge Estimator in a Linear Regression Model with Spherically Symmetric Error Distributions

2013 ◽  
Vol 42 (3) ◽  
pp. 543-560 ◽  
Author(s):  
Jianwen Xu ◽  
Hu Yang
Keyword(s):  
Linear Regression ◽  
Regression Model ◽  
Linear Regression Model ◽  
Spherically Symmetric ◽  
Ridge Estimator ◽  
Error Distributions

scholarly journals Performance of Some Stochastic Restricted Ridge Estimator in Linear Regression Model

2014 ◽  
Vol 2014 ◽  
pp. 1-7 ◽  
Author(s):  
Jibo Wu ◽  
Chaolin Liu
Keyword(s):  
Linear Regression ◽  
Regression Model ◽  
Simulation Study ◽  
Linear Regression Model ◽  
Ridge Regression ◽  
Ridge Estimator ◽  
Numerical Example ◽  
Regression Estimators ◽  
Mixed Estimator

This paper considers several estimators for estimating the stochastic restricted ridge regression estimators. A simulation study has been conducted to compare the performance of the estimators. The result from the simulation study shows that stochastic restricted ridge regression estimators outperform mixed estimator. A numerical example has been also given to illustrate the performance of the estimators.

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