IMPROVING PRECISION FOR JACKKNIFED RIDGE TYPE ESTIMATION

Feras Sh. Mahmood Batah (India) and S. D. Gore (India)

Received June 9, 2007; Revised September 17, 2007

References:

[1] T. D. Dwivedi, V. K. Srivastava and R. L. Hall, Finite sample properties of ridge estimators, Technometrics 22(2) (1980), 205-212. [2] L. Firinguetti, Exact moments of Lawless and Wang’s operational ridge regression estimator, Comm. Statist. A16 (1987), 731-745. [3] M. H. J. Gruber, The efficiency of jackknife and usual ridge type estimators: a comparison, Statist. Probab. Lett. 11 (1991), 49-51. [4] D. V. Hinkley, Jackknifing in unbalanced situations, Technometrics 19(3) (1977), 285-292. [5] A. E. Hoerl and R. W. Kennard, Ridge regression: biased estimation for nonorthogonal problems, Technometrics 12 (1970), 55-67. [6] J.-C. Huang, Improving the estimation precision for a selected parameter in multiple regression analysis: an algebraic approach, Econom. Lett. 62 (1999), 261-264. [7] J. Kmenta, Elements of Econometrics, Macmillan Publishing Company, New York, 1986. [8] K. Ohtani, Bounds of the F-ratio incorporating the ordinary ridge regression estimator, Econom. Lett. 18 (1985), 161-164. [9] M. H. Quenouille, Notes on bias in estimation, Biometrika 43 (1956), 353-360. [10] B. Singh, Y. P. Chaubey and T. D. Dwivedi, An almost unbiased ridge estimator, Sankhya Ser. B 48 (1986), 342-346. [11] H. D. Vinod, A survey for ridge regression and related techniques for improvements over ordinary least squares, The Review of Economics and Statistics 60 (1978), 121-131. [12] H. D. Vinod and A. Ullah, Recent Advances in Regression Methods, Marcel-Dekker, New York, 1981.

Keywords and phrases: adaptive jackknife ridge estimators, estimation precision, multicollinearity.