Superiority of LRRE under the Mean Squared Error Matrix Criterion in Linear Regression

机译：LRRE在线性回归中的平均方形误差矩阵标准下的优越性

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The aim of this paper is to make further studies on the superiority of the linearized ridge regression estimator (LRRE). We obtain the necessary and sufficient condition for the LRRE to be superior over the ordinary least squares estimator (OLSE) under the mean squared error matrix (MSEM) criterion. As a consequence, a refined sufficient condition is finally derived.

机译：本文的目的是进一步研究线性化脊回归估算器（LRRE）的优越性。在平均平均误差矩阵（MSEM）标准下，我们获得了在普通最小二乘估计器（OLSE）上优越的必要和充分条件。因此，最终得到了精致的充足条件。

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《International institute of statistics and management engineering symposium》|2010年||共4页
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GAO Feng; LIU Xuqing;
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中图分类管理学;
关键词
linear regression model; multicollinearity; ordinary least squares estimator; linearized ridge regression estimator;

机译：线性回归模型;多色性;普通的最小二乘估计;线性化岭回归估算器;

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专利

1. A bootstrap test of matrix mean squared error criterion for restrictions in linear regression [J] . Cristian Marinoiu International journal of applied science & computations . 2001,第1期

机译：用于线性回归限制的矩阵均方误差准则的Bootstrap测试
2. Linearized Ridge Regression Estimator Under the Mean Squared Error Criterion in a Linear Regression Model [J] . FENG GAO, XU-QING LIU Communications in Statistics . 2011,第8a10期

机译：线性回归模型中均方误差准则下的线性化岭回归估计
3. Linearized Ridge Regression Estimator Under the Mean Squared Error Criterion in a Linear Regression Model [J] . Communications in Statistics - Simulation and Computation . 2011,第9期

机译：线性回归模型中均方误差准则下的线性化岭回归估计
4. Superiority of LRRE under the Mean Squared Error Matrix Criterion in Linear Regression [C] . GAO Feng, LIU Xuqing International institute of statistics and management engineering symposium . 2010

机译：均方误差矩阵准则下LRRE在线性回归中的优越性
5. Defining the Width and Average Fracture Frequency of Fracture Intensification Domains Using a Partial Least Squares Analysis, Linear Piecewise Regression, and the Akaike Information Criterion: Implications for the Evolution of Fracture-Dominated Fault Damage Zones [D] . O'Hara, Alex P. 2019

机译：使用偏最小二乘分析，线性分段回归和Akaike信息准则来定义断裂强化域的宽度和平均断裂频率：对断裂主导的断层破坏带演化的影响
6. Applying Least Absolute Shrinkage Selection Operator and Akaike Information Criterion Analysis to Find the Best Multiple Linear Regression Models between Climate Indices and Components of Cow’s Milk [O] . Mohammad Reza Marami Milani, Andreas Hense, Elham Rahmani, 2016

机译：应用最小绝对收缩选择算子和Akaike信息准则分析找到最佳的气候指标与牛奶成分之间的多元线性回归模型
7. A matrix inequality and admissibility of linear estimators with respect to the mean square error matrix criterion [O] . Baksalary Jerzy K., Markiewicz Augustyn 1989

机译：关于均方误差矩阵准则的线性估计的矩阵不等式和可容许性
8. Selecting a Regression Estimator with Integrated Mean Squared Error as a Criterion. [R] . Mason, R. L., Gunst, R. F. 1975

机译：选择具有积分均方误差的回归估计作为判据。

Superiority of LRRE under the Mean Squared Error Matrix Criterion in Linear Regression

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