A Simulation Study On Ridge Regression Estimators In The Presence Of Outliers And Multicollinearity

2007 ◽  
Vol 47 (1) ◽  
Author(s):  
Habshah Midi ◽  
Marina Zahari
Keyword(s):  
Simulation Study ◽  
Ridge Regression ◽  
Regression Estimators

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.

Confidence intervals in ridge regression by bootstrapping the dependent variable: a simulation study

1995 ◽  
Vol 24 (3) ◽  
pp. 631-652 ◽  
Author(s):  
Ana Crivelli ◽  
Luis Firinguetti ◽  
Rosa Montaño ◽  
Margarita Muñóz
Keyword(s):  
Confidence Intervals ◽  
Simulation Study ◽  
Ridge Regression
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