Improved Heteroscedasticity-Consistent Ridge Estimators for Linear Regression with Multicollinearity
- 28 August 2023
- journal article
- research article
- Published by Springer Nature in Iranian Journal of Science
- Vol. 47 (5-6) , 1593-1604
Abstract
No abstract availableKeywords
This publication has 32 references indexed in Scilit:
- Using Heteroscedasticity-Consistent Standard Errors for the Linear Regression Model with Correlated RegressorsCommunications in Statistics - Simulation and Computation, 2014
- On Some Ridge Regression Estimators: An Empirical ComparisonsCommunications in Statistics - Simulation and Computation, 2009
- Developing Ridge Parameters for SUR ModelCommunications in Statistics - Theory and Methods, 2008
- Performance of Some New Ridge Regression EstimatorsCommunications in Statistics - Simulation and Computation, 2003
- Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample propertiesJournal of Econometrics, 1985
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for HeteroskedasticityEconometrica, 1980
- A Simulation Study of Alternatives to Ordinary Least SquaresJournal of the American Statistical Association, 1977
- A Class of Biased Estimators in Linear RegressionTechnometrics, 1976
- A Monte Carlo Evaluation of Some Ridge-Type EstimatorsJournal of the American Statistical Association, 1975
- Ridge Regression: Biased Estimation for Nonorthogonal ProblemsTechnometrics, 1970