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An Evaluation Of Ridge Estimators
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Book Synopsis An Evaluation of Ridge Estimators by : Joseph P. Newhouse
Download or read book An Evaluation of Ridge Estimators written by Joseph P. Newhouse and published by . This book was released on 1971 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt: The report explores the statistical properties of a class of estimators, known as either ridge analysis or ridge regression, proposed as an alternative to ordinary least squares (OLS) regression in analyzing sample data that are collinear. Using Monte Carlo techniques, various ridge estimation procedures were evaluated. All the ridge estimators did worse than OLS for at least some choices of the true regression coefficient in the models considered. It thus appears that the ridge estimators proposed to date are not a viable alternative to OLS. However, the results show that it might be possible to define a ridge estimator that would be better than OLS. Until the properties of such an estimator are rigorously derived, the authors caution against using ridge analysis to estimate regression coefficients. (Author).
Book Synopsis An Evaluation of Ridge Regression by : James R. Makin
Download or read book An Evaluation of Ridge Regression written by James R. Makin and published by . This book was released on 1981 with total page 105 pages. Available in PDF, EPUB and Kindle. Book excerpt: The technique of linear regression has been applied as a tool for predicting the cost of an item based on its most important characteristics. Often these characteristics (variables) tend to be highly intercorrelated (the data are said to exhibit multicollinearity) causing least squares estimates of the regression coefficients to be unstable and possibly leading to erroneous predictions. Ridge regression, a possible remedy for the problems caused by multicollinearity proposed by Hoerl and Kennard, is a biased estimation technique which reduces the variance of estimators and provides more precision (as measured by mean square error of the coefficients) than ordinary least squares (OLS) estimators. A comparison was made between these techniques to determine when ridge regression provides better cost equation coefficient estimates than OLS as a function of the degree of multicollinearity in the data, the number of predictor variables in the model, the degree of model fit (R2), and the amount of bias (k) of the estimate. A regression analysis of both sets showed that the degree of multicollinearity and amount of bias interact in explaining the major part of the improvement (degradation) in the mean square coefficient error.
Book Synopsis Theory of Ridge Regression Estimation with Applications by : A. K. Md. Ehsanes Saleh
Download or read book Theory of Ridge Regression Estimation with Applications written by A. K. Md. Ehsanes Saleh and published by John Wiley & Sons. This book was released on 2019-01-08 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: A guide to the systematic analytical results for ridge, LASSO, preliminary test, and Stein-type estimators with applications Theory of Ridge Regression Estimation with Applications offers a comprehensive guide to the theory and methods of estimation. Ridge regression and LASSO are at the center of all penalty estimators in a range of standard models that are used in many applied statistical analyses. Written by noted experts in the field, the book contains a thorough introduction to penalty and shrinkage estimation and explores the role that ridge, LASSO, and logistic regression play in the computer intensive area of neural network and big data analysis. Designed to be accessible, the book presents detailed coverage of the basic terminology related to various models such as the location and simple linear models, normal and rank theory-based ridge, LASSO, preliminary test and Stein-type estimators. The authors also include problem sets to enhance learning. This book is a volume in the Wiley Series in Probability and Statistics series that provides essential and invaluable reading for all statisticians. This important resource: Offers theoretical coverage and computer-intensive applications of the procedures presented Contains solutions and alternate methods for prediction accuracy and selecting model procedures Presents the first book to focus on ridge regression and unifies past research with current methodology Uses R throughout the text and includes a companion website containing convenient data sets Written for graduate students, practitioners, and researchers in various fields of science, Theory of Ridge Regression Estimation with Applications is an authoritative guide to the theory and methodology of statistical estimation.
Book Synopsis An Evaluation of Ridge Regression in Cost Estimation by : James R. Makin (CAPT, USA.)
Download or read book An Evaluation of Ridge Regression in Cost Estimation written by James R. Makin (CAPT, USA.) and published by . This book was released on 1981 with total page 97 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis MSE Evaluation of Ridge Regression Using a Pseudo-estimator by : Thomas B. Fomby
Download or read book MSE Evaluation of Ridge Regression Using a Pseudo-estimator written by Thomas B. Fomby and published by . This book was released on 1976 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :Kadiyala, K. R Publisher :London, Ont. : Department of Economics, University of Western Ontario ISBN 13 : Total Pages :30 pages Book Rating :4.:/5 (53 download)
Book Synopsis Evaluation of the Mean Squared Error of Certain Generalized Ridge Estimators by : Kadiyala, K. R
Download or read book Evaluation of the Mean Squared Error of Certain Generalized Ridge Estimators written by Kadiyala, K. R and published by London, Ont. : Department of Economics, University of Western Ontario. This book was released on 1978 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Theory of Ridge Regression Estimation with Applications by : A. K. Md. Ehsanes Saleh
Download or read book Theory of Ridge Regression Estimation with Applications written by A. K. Md. Ehsanes Saleh and published by John Wiley & Sons. This book was released on 2019-02-12 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: A guide to the systematic analytical results for ridge, LASSO, preliminary test, and Stein-type estimators with applications Theory of Ridge Regression Estimation with Applications offers a comprehensive guide to the theory and methods of estimation. Ridge regression and LASSO are at the center of all penalty estimators in a range of standard models that are used in many applied statistical analyses. Written by noted experts in the field, the book contains a thorough introduction to penalty and shrinkage estimation and explores the role that ridge, LASSO, and logistic regression play in the computer intensive area of neural network and big data analysis. Designed to be accessible, the book presents detailed coverage of the basic terminology related to various models such as the location and simple linear models, normal and rank theory-based ridge, LASSO, preliminary test and Stein-type estimators. The authors also include problem sets to enhance learning. This book is a volume in the Wiley Series in Probability and Statistics series that provides essential and invaluable reading for all statisticians. This important resource: Offers theoretical coverage and computer-intensive applications of the procedures presented Contains solutions and alternate methods for prediction accuracy and selecting model procedures Presents the first book to focus on ridge regression and unifies past research with current methodology Uses R throughout the text and includes a companion website containing convenient data sets Written for graduate students, practitioners, and researchers in various fields of science, Theory of Ridge Regression Estimation with Applications is an authoritative guide to the theory and methodology of statistical estimation.
Book Synopsis A Monte Carlo Evaluation of Ridge Regression as an Alternative to Ordinary Least Squares by : Bryan Walter Coyle
Download or read book A Monte Carlo Evaluation of Ridge Regression as an Alternative to Ordinary Least Squares written by Bryan Walter Coyle and published by . This book was released on 1979 with total page 186 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Ridge Regression Analysis by : Yea-Tsai B. Hsu
Download or read book Ridge Regression Analysis written by Yea-Tsai B. Hsu and published by . This book was released on 1974 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Some New Results on Ridge Regression Estimation by : Karl Lin
Download or read book Some New Results on Ridge Regression Estimation written by Karl Lin and published by . This book was released on 1979 with total page 45 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this paper we consider various interpretations of the ordinary ridge regression estimator with a given shrinkage factor k, and report the results of an extensive Monte Carlo of several ridge regression estimators involving sample-based rules for selecting k. A major distinguishing feature of the study is the use of a general loss structure, the p-norm, in the evaluation process. Other factors taken into consideration include different degree of ill-conditioning of data, different number of explanatory variables, and different shape and non-centrality of the regression coefficients. The main results are: (i) With minor exceptions, all the ridge regression estimators considered yield a smaller average loss regardless of the loss function used. (ii) The reduction in the average loss of the ridge regression estimators increases when the degree ill-conditioning of data increases. The reduction reaches a substantial level when the degree of ill-conditioning is only moderate. (iii) On the basis of our experiment it is possible to make a recomendation concerning the rule of k.
Book Synopsis Ridge Estimators for Probit Regression by : Håkan Locking
Download or read book Ridge Estimators for Probit Regression written by Håkan Locking and published by . This book was released on 2015 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this paper we propose ridge regression estimators for probit models since the commonly applied maximum likelihood (ML) method is sensitive to multicollinearity. An extensive Monte Carlo study is conducted where the performance of the ML method and the probit ridge regression (PRR) is investigated when the data are collinear. In the simulation study we evaluate a number of methods of estimating the ridge parameter k that have recently been developed for use in linear regression analysis. The results from the simulation study show that there is at least one group of the estimators of k that regularly has a lower mean squared error than the ML method for all different situations that have been evaluated. Finally, we show the benefit of the new method using the classical Dehejia and Wahba dataset which is based on a labour market experiment.
Book Synopsis Preliminary Results of an Evaluation of the Utility of Ridge Regression for Making County Population Estimates by : David A. Swanson
Download or read book Preliminary Results of an Evaluation of the Utility of Ridge Regression for Making County Population Estimates written by David A. Swanson and published by . This book was released on 1977 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Linear Regression Analysis by : Xin Yan
Download or read book Linear Regression Analysis written by Xin Yan and published by World Scientific. This book was released on 2009 with total page 349 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This volume presents in detail the fundamental theories of linear regression analysis and diagnosis, as well as the relevant statistical computing techniques so that readers are able to actually model the data using the techniques described in the book. This book is suitable for graduate students who are either majoring in statistics/biostatistics or using linear regression analysis substantially in their subject area." --Book Jacket.
Book Synopsis Biased Estimators for Marketing Research by : Lakshman Krishnamurthi
Download or read book Biased Estimators for Marketing Research written by Lakshman Krishnamurthi and published by . This book was released on 1987 with total page 90 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Jackknife, Ridge and Ordinary Least Squares Estimators of Regression Parameters: A Monte Carlo Comparison by : Michael K. Lindell
Download or read book Jackknife, Ridge and Ordinary Least Squares Estimators of Regression Parameters: A Monte Carlo Comparison written by Michael K. Lindell and published by . This book was released on 1979 with total page 31 pages. Available in PDF, EPUB and Kindle. Book excerpt: This study reports the results of a Monte Carlo evaluation of the small sample performance of ordinary least sqares (OLS), ridge and jackknife estimators of regression coefficients. The primary criteria of evaluation are the mean square error (MSE) of the regression coefficients and the size of the t-statistics associated with these coefficients. The conditions studied are derived from a design in which two factors are varied: the sample size to number of predictors (N/p) ratio and the metric quality of the data (dichotomous and polychotomous). Results from 500 replications of each of six cells showed that OLS and jackknife estimators did not differ appreciably on either criterion. Ridge weights had substantially smaller MSE at the lowest levels of N/p (5:1). At high levels of N/p (20:1), ridge weights had a slightly greater MSE than either OLS and jackknifed weights. A dilemma in the use of t-statistics for ridge weights is presented. (Author).
Book Synopsis Improving Efficiency by Shrinkage by : Marvin Gruber
Download or read book Improving Efficiency by Shrinkage written by Marvin Gruber and published by Routledge. This book was released on 2017-11-01 with total page 648 pages. Available in PDF, EPUB and Kindle. Book excerpt: Offers a treatment of different kinds of James-Stein and ridge regression estimators from a frequentist and Bayesian point of view. The book explains and compares estimators analytically as well as numerically and includes Mathematica and Maple programs used in numerical comparison.;College or university bookshops may order five or more copies at a special student rate, available on request.
Book Synopsis The Total Least Squares Problem by : Sabine Van Huffel
Download or read book The Total Least Squares Problem written by Sabine Van Huffel and published by SIAM. This book was released on 1991-01-01 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first book devoted entirely to total least squares. The authors give a unified presentation of the TLS problem. A description of its basic principles are given, the various algebraic, statistical and sensitivity properties of the problem are discussed, and generalizations are presented. Applications are surveyed to facilitate uses in an even wider range of applications. Whenever possible, comparison is made with the well-known least squares methods. A basic knowledge of numerical linear algebra, matrix computations, and some notion of elementary statistics is required of the reader; however, some background material is included to make the book reasonably self-contained.
