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Predictive Efficiency of Ridge Regression Estimator
Yugoslav journal of operations research, Tome 27 (2017) no. 2, p. 243 Cet article a éte moissonné depuis la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts

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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.
Classification : 62J05, 62J07
Keywords: Linear Regression Model, Ridge Regression Estimator, Least Squares Predictor, Ridge Regression Predictor, Prediction Within and Outside Sample, Prior non-sample Information 
@article{YJOR_2017_27_2_a6,
     author = {Manoj Tiwari and Amit Sharma},
     title = {Predictive {Efficiency} of {Ridge} {Regression} {Estimator}},
     journal = {Yugoslav journal of operations research},
     pages = {243 },
     year = {2017},
     volume = {27},
     number = {2},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/YJOR_2017_27_2_a6/}
}
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Manoj Tiwari; Amit Sharma. Predictive Efficiency of Ridge Regression Estimator. Yugoslav journal of operations research, Tome 27 (2017) no. 2, p. 243 . http://geodesic.mathdoc.fr/item/YJOR_2017_27_2_a6/