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A note on adaptive generalized ridge regression estimator

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  • Wang, Song-Gui
  • Chow, Shein-Chung

Abstract

The problem of estimating parameters in a linear regression model is considered. A class of adaptive generalized ridge estimator is proposed. It is shown that the proposed estimator has smaller mean squared error than the least squares estimator under some mild conditions on the constants that involved in the ridge parameters.

Suggested Citation

  • Wang, Song-Gui & Chow, Shein-Chung, 1990. "A note on adaptive generalized ridge regression estimator," Statistics & Probability Letters, Elsevier, vol. 10(1), pages 17-21, June.
    • Handle: RePEc:eee:stapro:v:10:y:1990:i:1:p:17-21
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    Cited by:

    1. Čížek, Pavel, 2004. "(Non) Linear Regression Modeling," Papers 2004,11, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).

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