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Unbiased ridge estimation with prior information and ridge trace |
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| Authors: | Robert H Crouse Chun Jin R C Hanumara |
| Institution: | 1. Department of Mathematical Sciences , Central Connecticut State University , New Britain, CT, 06050-4010;2. Department of Computer Science and Statistics , University of Rhode Island , Kingston, RI, 02831-0816 |
| Abstract: | A procedure is illustrated to incorporate prior information in the ridge regression model. Unbiased ridge estimators with prior information are defined and a robust estimate of the ridge parameter k is proposed. |
| Keywords: | Multicollinearity Prior information Ridge trace Mean square error Unbiased ridge estimation |