The moments of the operational almost unbiased ridge regression estimator

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

8 Scopus Citations
View graph of relations

Author(s)

Related Research Unit(s)

Detail(s)

Original languageEnglish
Pages (from-to)673-684
Journal / PublicationApplied Mathematics and Computation
Volume153
Issue number3
Publication statusPublished - 14 Jun 2004

Abstract

In this paper, we derive the exact general expressions for the moments of the Lawless-Wang's operational almost unbiased ridge regression (AUGRR) estimator for individual regression coefficients. © 2003 Elsevier Inc. All rights reserved.

Research Area(s)

  • Almost unbiased ridge regression estimator, Moment, Multicollinearity, Operational estimator, Ridge regression