Shrinkage Ridge Regression Estimators in High-Dimensional Linear Models


YÜZBAŞI B. , Ahmed S. E.

9th International Conference on Management Science and Engineering Management (ICMSEM), Karlsruhe, Germany, 21 - 23 July 2015, vol.362, pp.793-807 identifier identifier

  • Publication Type: Conference Paper / Full Text
  • Volume: 362
  • Doi Number: 10.1007/978-3-662-47241-5_67
  • City: Karlsruhe
  • Country: Germany
  • Page Numbers: pp.793-807

Abstract

In this paper, we suggest shrinkage ridge regression estimators for a multiple linear regression model, and compared their performance with some penalty estimators which are lasso, adaptive lasso and SCAD. Monte Carlo studies were conducted to compare the estimators and a real data example is presented to illustrate the usefulness of the suggested methods.