Good ridge estimators based on prior information |
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| Authors: | Benee F Swindel |
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| Institution: | U.S. Forest Service , |
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| Abstract: | Ridge regression is re-examined and ridge estimators based on prior information are introduced. A necessary and sufficient condition is given for such ridge estimators to yield estimators of every nonnull linear combination of the regression coefficients with smaller mean square error than that of the Gauss-Markov best linear unbiased estimator. |
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| Keywords: | biased estimation linear models mean square error ridge regression |
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