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The efficiency of jack-knifed and usual ridge type estimators: A comparison

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  • Gruber, Marvin H. J.

Abstract

Ordinary and jack-knifed ridge type estimators are compared for different measures of goodness. Although jack-knifing reduces bias considerably the jack-knifed ridge estimators have larger variance and may have a larger Mean Square Error than the usual ridge estimators.

Suggested Citation

  • Gruber, Marvin H. J., 1991. "The efficiency of jack-knifed and usual ridge type estimators: A comparison," Statistics & Probability Letters, Elsevier, vol. 11(1), pages 49-51, January.
    • Handle: RePEc:eee:stapro:v:11:y:1991:i:1:p:49-51
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    Cited by:

    1. Semra Türkan & Gamze Özel, 2016. "A new modified Jackknifed estimator for the Poisson regression model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(10), pages 1892-1905, August.
    2. M. Revan Özkale & Engin Arıcan, 2019. "A first-order approximated jackknifed ridge estimator in binary logistic regression," Computational Statistics, Springer, vol. 34(2), pages 683-712, June.

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