Khurana, Mansi, Chaubey, Yogendra P. and Chandra, Shalini (2012) Jackknifing the Ridge Regression Estimator: A Revisit. Technical Report. Concordia University. (Unpublished)
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Abstract
Singh et al. (1986) proposed an almost unbiased ridge estimator using Jackknife
method that required transformation of the regression parameters. This article shows
that the same method can be used to derive the Jackknifed ridge estimator of the
original (untransformed) parameter without transformation. This method also leads in
deriving easily the second order Jackknifed ridge that may reduce the bias further. We
further investigate the performance of these estimators along with a recent method by
Batah et al. (2008) called modified Jackknifed ridge theoretically as well as numerically.
| Divisions: | Concordia University > Faculty of Arts and Science > Biology |
|---|---|
| Item Type: | Monograph (Technical Report) |
| Authors: | Khurana, Mansi and Chaubey, Yogendra P. and Chandra, Shalini |
| Series Name: | Technical Report, Mathematics and Statistics |
| Date: | February 2012 |
| Identification Number: | Technical Report No. 1/12, February 2012 |
| Keywords: | Multicollinearity, Ridge regression, Jackknife technique |
| ID Code: | 974163 |
| Deposited By: | Yogen Chaubey |
| Deposited On: | 20 Jun 2012 13:39 |
| Last Modified: | 18 Jan 2018 17:37 |
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