Positive-rule stein-type almost unbiased ridge estimator in linear regression model

Liu Chaolin; Yang Hu

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Positive-rule stein-type almost unbiased ridge estimator in linear regression model

机译：线性回归模型中的正规则stein型几乎无偏岭估计

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摘要

In this article, when it is suspected that regression coefficients may be restricted to a subspace, we discuss the parameter estimation of regression coefficients in a multiple regression model. Then, in order to improve the preliminary test almost ridge estimator, we study the positive-rule Stein-type almost unbiased ridge estimator based on the positive-rule stein-type shrinkage estimator and almost unbiased ridge estimator. After that, quadratic bias and quadratic risk values of the new estimator are derived and compared with some relative estimators. And we also discuss the option of parameter k. Finally, we perform a real data example and a Monte Carlo study to illustrate theoretical results.

机译：在本文中，当怀疑回归系数可能限于子空间时，我们讨论了多元回归模型中回归系数的参数估计。然后，为了改进初步测试的近似岭估计，我们基于正规则stein型收缩估计和近似偏估计，研究了正规则Stein型近似无偏岭估计。之后，得出新估计量的二次偏差和二次风险值，并将其与一些相对估计量进行比较。我们还讨论了参数k的选项。最后，我们执行一个真实的数据示例和一个蒙特卡洛研究来说明理论结果。

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来源
《Communications in Statistics》 |2016年第8期|2228-2255|共28页
作者
Liu Chaolin; Yang Hu;
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作者单位

Chongqing Univ Dept Stat & Actuarial Sci Chongqing 630044 Peoples R China;

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正文语种 eng
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关键词
Positive-rule Stein-type almost unbiased ridge estimator; Almost unbiased ridge estimator; Preliminary test almost ridge estimator; Quadratic bias; quadratic risk;

机译：正则Stein型几乎无偏的岭估计;几乎无偏的岭估计量;初步测试接近岭估计量;二次偏差;二次风险;

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专利

1. On the Stein-Type Liu Estimator and Positive-Rule Stein-Type Liu Estimator in Multiple Linear Regression Models [J] . JIANWEN XU, HU YANG Communications in Statistics . 2012,第4a6期

机译：在多元线性回归模型中Stein型Liu估计和正规规则Stein型Liu估计
2. Performances of the Positive-Rule Stein-Type Ridge Estimator in a Linear Regression Model with Spherically Symmetric Error Distributions [J] . JIANWEN XU, HU YANG Communications in Statistics . 2013,第1a3期

机译：具有球对称误差分布的线性回归模型中正规则Stein型岭估计的性能
3. A new version of unbiased ridge regression estimator under the stochastic restricted linear regression model [J] . Alheety Mustafa I., Kibria B. M. Golam Communications in Statistics . 2021,第5a6期

机译：随机受限线性回归模型下的新版本的非偏见RIDGE回归估算器
4. On the Almost Unbiased Ridge and Liu Estimator in the Logistic Regression Model [C] . Xinfeng CHANG International Conference on Social Science, Education Management and Sports Education . 2015

机译：在Logistic回归模型中几乎无偏见的脊和刘估计
5. A COMPARISON OF UNBIASED, BIASED, AND WEIGHTED MULTIPLE LINEAR REGRESSION APPROACHES TO SUPPORT EDUCATIONAL POLICY IN THE IDENTIFICATION OF OUTLIER SCHOOLS (RIDGE REGRESSION, PREDICTION, RESIDUAL, EXPLANATION, NEEDS, ASSESSMENT) [D] . BIGELOW, ROBERT ASHLEY. 1984

机译：比较，偏重和加权的多元线性回归方法来支持对局外学校的教育政策的识别（岭回归，预测，残差，解释，需求，评估）
6. A New Ridge-Type Estimator for the Linear Regression Model: Simulations and Applications [O] . B. M. Golam Kibria, Adewale F. Lukman 2020

机译：线性回归模型的新岭型估计器：仿真和应用
7. Ridge regression estimator: combining unbiased and ordinary ridge regression methods of estimation [O] . Sharad Damodar Gore, Feras Sh. M. Batah 2009

机译：岭回归估计：结合无偏和普通岭回归估计方法

Positive-rule stein-type almost unbiased ridge estimator in linear regression model

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