文章基本信息

标题：Predictive efficiency of ridge regression estimator
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作者：Tiwari, Manoj ; Sharma, Amit
期刊名称：Yugoslav Journal of Operations Research
印刷版ISSN：0354-0243
电子版ISSN：1820-743X
出版年度：2017
卷号：27
期号：2
页码：243-247
出版社：Faculty of Organizational Sciences, Belgrade, Mihajlo Pupin Institute, Belgrade, Economics Institute, Belgrade, Faculty of Transport and Traffic Engineering, Belgrade, Faculty of Mechanical Engineering, Belgrade
摘要：In this article we have considered the problem of prediction within and outside the sample for actual and average values of the study variables in case of ordinary least squares and ridge regression estimators. Finally, the performance properties of the estimators are analyzed.
关键词：linear regression model; ridge regression estimator; least squares predictor; rdge regression predictor; prediction within and outside sample; prior non-sample information