A note on combining ridge and principal component regression
- 1 January 1985
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 14 (10) , 2489-2493
- https://doi.org/10.1080/03610928508829057
Abstract
Baye and Parker (1984) proposed the r-k class estimator. The purpose of this note is to deal with the comparisons among the r-k class estimators in terms of the mean square error criterion.Keywords
This publication has 4 references indexed in Scilit:
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- Generalizations of Mean Square Error Applied to Ridge RegressionJournal of the Royal Statistical Society Series B: Statistical Methodology, 1974
- Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear EstimationTechnometrics, 1970
- Ridge Regression: Biased Estimation for Nonorthogonal ProblemsTechnometrics, 1970