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A Survey of Ridge Regression and Related Techniques for Improvements over Ordinary Least Squares

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  • Vinod, Hrishikesh D

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  • Vinod, Hrishikesh D, 1978. "A Survey of Ridge Regression and Related Techniques for Improvements over Ordinary Least Squares," The Review of Economics and Statistics, MIT Press, vol. 60(1), pages 121-131, February.
    • Handle: RePEc:tpr:restat:v:60:y:1978:i:1:p:121-31
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    Cited by:

    1. Li, Zhichuan Frank & Lin, Shannon & Sun, Shuna & Tucker, Alan, 2018. "Risk-adjusted inside debt," Global Finance Journal, Elsevier, vol. 35(C), pages 12-42.
    2. Ishmael Ackah, 2014. "Determinants of natural gas demand in Ghana," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 38(3), pages 272-295, September.
    3. Timothy Dombrowski & R. Kelley Pace & Junbo Wang, 2024. "Imputing Borrower Heterogeneity and Dynamics in Mortgage Default Models," The Journal of Real Estate Finance and Economics, Springer, vol. 68(3), pages 462-487, April.
    4. Mohammad Movahedi & Olivier Gaussens, 2013. "Les effets de l’exportation sur l’innovation et la productivité : Analyse empirique sur un échantillon de PMI," Economics Working Paper Archive (University of Rennes & University of Caen) 201307, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
    5. Ullah, A. & Vinod, H. D. & Kadiyala, R. K., 1978. "A Family Of Improved Ordinary Ridge Estimators," Econometric Institute Archives 272169, Erasmus University Rotterdam.
    6. Huang, Ju-Chin, 1999. "Improving the estimation precision for a selected parameter in multiple regression analysis: an algebraic approach," Economics Letters, Elsevier, vol. 62(3), pages 261-264, March.
    7. James Fennessey & Ronald D'Amico, 1980. "Collinearity, Ridge Regression, and Investigator Judgment," Sociological Methods & Research, , vol. 8(3), pages 309-340, February.
    8. Tambi, N. E. & Mukhebi, W. A. & Maina, W. O. & Solomon, H. -M., 1999. "Probit analysis of livestock producers' demand for private veterinary services in the high potential agricultural areas of Kenya," Agricultural Systems, Elsevier, vol. 59(2), pages 163-176, February.
    9. Ghebremariam, W.K. & Ortmann, Gerald F. & Nsahlai, I.V., 2006. "A production function analysis of commercial dairy farms in the Highlands of Eritrea using ridge regression," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 45(2), pages 1-18, June.
    10. Alkhamisi, M.A. & Shukur, Ghazi, 2007. "Developing Ridge Parameters for SUR Models," Working Paper Series in Economics and Institutions of Innovation 80, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
    11. Tian, Shaonan & Yu, Yan, 2017. "Financial ratios and bankruptcy predictions: An international evidence," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 510-526.
    12. Yanagida, John F. & Conway, Roger K., 1979. "An Examination Of Demand Functions For Beef, Pork, And Broilers," Northeastern Journal of Agricultural and Resource Economics, Northeastern Agricultural and Resource Economics Association, vol. 0(Number 2), pages 1-14, October.
    13. Zeebari, Zangin & Shukur, Ghazi & Kibria, B. M. Golam, 2010. "Modified Ridge Parameters for Seemingly Unrelated Regression Model," HUI Working Papers 43, HUI Research.
    14. Tian, Shaonan & Yu, Yan & Guo, Hui, 2015. "Variable selection and corporate bankruptcy forecasts," Journal of Banking & Finance, Elsevier, vol. 52(C), pages 89-100.
    15. Thomas M Fullerton Jr & Eiichi Araki, 2004. "A Theoretical Model of Industrial Economy Inflationary Dynamics," Macroeconomics 0408007, University Library of Munich, Germany.
    16. Gillian A. Lancaster & Mick Green & Steven Lane, 2006. "Reducing bias in ecological studies: an evaluation of different methodologies," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 169(4), pages 681-700, October.
    17. Vinod, H. D., 1995. "Double bootstrap for shrinkage estimators," Journal of Econometrics, Elsevier, vol. 68(2), pages 287-302, August.
    18. Wan Fung Lee & Jeffrey W. Bulcock & Wo Shun Luk, 1984. "The R2 Ridge Trace in 2SLS Regression Estimation," Sociological Methods & Research, , vol. 13(2), pages 219-249, November.
    19. A. D. Owen, 1979. "The Demand for Wine in Australia, 1955–1977," The Economic Record, The Economic Society of Australia, vol. 55(3), pages 230-235, September.
    20. Jeffrey W. Bulcock & Wan Fung Lee, 1983. "Normalization Ridge Regression in Practice," Sociological Methods & Research, , vol. 11(3), pages 259-303, February.
    21. Embaye, Weldensie T. & Zereyesus, Yacob A., 2017. "Measuring the value of housing services in household surveys: an application of machine learning approach," 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama 252851, Southern Agricultural Economics Association.
    22. Gomez, Fernando & Guzman, Juan Ignacio & Tilton, John E., 2007. "Copper recycling and scrap availability," Resources Policy, Elsevier, vol. 32(4), pages 183-190, December.
    23. V. Srivastava & A. Chaturvedi, 1983. "Some properties of the distribution of an operational ridge estimator," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 30(1), pages 227-237, December.
    24. Yanagida, John F. & Conway, Roger K., 1979. "An Examination Of Demand Functions For Beef, Pork, And Broilers," Journal of the Northeastern Agricultural Economics Council, Northeastern Agricultural and Resource Economics Association, vol. 8(2), pages 1-14, October.

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