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New approach in biased regression

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  • E. M. Qannari
  • E. Vigneau
  • M. Semenou

Abstract

An optimization problem which provides a new characterization for ridge regression is discussed. A variant of this optimization problem leads to a new family of biased estimators that includes the Stein estimation method and principal components regression as particular cases. The whole approach is illustrated on the basis of real data sets.

Suggested Citation

  • E. M. Qannari & E. Vigneau & M. Semenou, 1997. "New approach in biased regression," Journal of Applied Statistics, Taylor & Francis Journals, vol. 24(6), pages 647-658.
    • Handle: RePEc:taf:japsta:v:24:y:1997:i:6:p:647-658
    DOI: 10.1080/02664769723396
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    Cited by:

    1. Vigneau, Evelyne & Mostafa Qannari, El, 2002. "A new algorithm for latent root regression analysis," Computational Statistics & Data Analysis, Elsevier, vol. 41(1), pages 231-242, November.

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