Ridge regression. discussion and comparison of seven Ridge estimators

Panos Ponopoulos

doi:10.6092/issn.1973-2201/795

Ridge regression. discussion and comparison of seven Ridge estimators

Authors

Panos Ponopoulos Athens School of Economics and Business Science
Department of Statistics and Information Science

DOI:

https://doi.org/10.6092/issn.1973-2201/795

Abstract

In the paper, the characteristics of seven different techniques of Ridge Regression are evaluated with respect to the same model. A consumption function with yearly data for Greece is therefore analysed and Monte-Carlo method s employed to check the performance of the estimation methods.

How to Cite

Ponopoulos, P. (1989). Ridge regression. discussion and comparison of seven Ridge estimators. Statistica, 49(2), 265–275. https://doi.org/10.6092/issn.1973-2201/795