University of Bahrain
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Adjusted ridge estimator and comparison with Kibria’s method in linear regression

Show simple item record Dorugade, A.V. 2018-07-30T05:49:43Z 2018-07-30T05:49:43Z 2016
dc.identifier.issn 1815-3852
dc.description.abstract This paper proposes an adjusted ridge regression estimator for b for the linear regression model. The merit of the proposed estimator is that it does not require estimating the ridge parameter k unlike other existing estimators. We compared our estimator with an ordinary least squares (LS) estimator and with some well known estimators proposed by Hoerl and Kennard (1970), ordinary ridge regression (RR) estimator and generalized ridge regression (GR) and some estimators proposed by Kibria (2003) among others. A simulation study has been conducted and compared for the performance of the estimators in the sense of smaller mean square error (MSE). It appears that the proposed estimator is promising and can be recommended to the practitioners. en_US
dc.language.iso en en_US
dc.publisher University of Bahrain en_US
dc.rights Attribution-NonCommercial-ShareAlike 4.0 International *
dc.rights.uri *
dc.subject Ridge regression
dc.subject Ridge estimator
dc.subject Mean square error
dc.subject Simulation
dc.title Adjusted ridge estimator and comparison with Kibria’s method in linear regression en_US
dc.type Article en_US
dc.source.title Arab Journal of Basic and Applied Sciences
dc.abbreviatedsourcetitle AJBAS

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