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Linearized Restricted Ridge Regression Estimator in Linear Regression |
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| Authors: | Xu-Qing Liu Feng Gao Jian-Wen Xu |
| Institution: | 1. Faculty of Mathematics and Physics , Huaiyin Institute of Technology , Huai'an , P.R. China liuxuqing688@gmail.com;3. Faculty of Mathematics and Physics , Huaiyin Institute of Technology , Huai'an , P.R. China;4. Department of Statistics and Actuarial Science , Chongqing University , Chongqing , P.R. China |
| Abstract: | This article primarily aims to put forward the linearized restricted ridge regression (LRRR) estimator in linear regression models. Two types of LRRR estimators are investigated under the PRESS criterion and the optimal LRRR estimators and the optimal restricted generalized ridge regression estimator are obtained. We apply the results to the Hald data and finally make a simulation study by using the method of McDonald and Galarneau. |
| Keywords: | Generalized ridge regression estimator Generalized Liu estimator Linearized ridge regression estimator Linearized restricted ridge regression estimator Linear regression |