Open AccessJournal Article
Ellipsoidal Restriction and Generalized Ridge Estimation
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TL;DR: In this paper, the generalized ridge estimation of the linear regression model's parameter under the ellipsoidal restriction was obtained, and its properties, such as biased property, and MDE - superiority comparisons between generalized ridge estimations and generalized least squares estimation were discussed.
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Abstract: Consider the linear regression model
In term of the approximate multicollinearity of matrix X, paper constrains the regression coefficient β and obtains generalized ridge estimation of the linear model's parameter under the ellipsoidal restriction. Then discusses its properties, such as biased property, and MDE - superiority comparisons between generalized ridge estimation and generalized least squares estimation.
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Citations
General ridge predictors in a mixed linear model
Xu-Qing Liu,Ping Hu +1 more
TL;DR: In this paper, two estimators for the linear combination of fixed effects and random effects, and their properties in a general mixed linear model, were proposed and investigated in the context of confidence ellipsoids.