Exact moments of lawless and wang's operational ridge regression estimator |
| |
| Authors: | Lusi Firinguetti |
| |
| Institution: | Department de Matemática y C.C , Universidad de Santiago de Chile , 20892, Chile |
| |
| Abstract: | Assuming the disturbances are normally distributed, we derive expressions for, and simple conditions for the existence of the exact bias and matrix of second order moments of the Lawless and Wang Operational Ridge Regression estimator. |
| |
| Keywords: | ridge regression estimators bias matrix of second order moments |
|
|
