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- W2012971519 abstract "The estimation of biasing parameter k in ridge regression is an important problem. There are many procedures in the literature for choosing k. For predictive performance, methods for selecting k were given. One of which is choosing k so as to minimize the PRESS statistic for ordinary ridge regression (Montgomery and Friedman, 1993 Montgomery , D. C. , Friedman , D. J. ( 1993 ). Prediction using regression models with multicollinear predictor variables . IIE Trans. 25 : 73 – 85 .[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]). Liu (1993 Liu , K. ( 1993 ). A new class of biased estimate in linear regression . Commun. Statist. Theor. Meth. 22 : 393 – 402 .[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]) introduced a new biased estimator which depends on the biasing parameter d and gave some estimates of d by analogy with the estimates of k. In this article, we propose and investigate PRESS statistic for selecting d and we also give a numerical example based on widely analyzed data set on Portland cement to illustrate the results." @default.
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- W2012971519 date "2007-08-07" @default.
- W2012971519 modified "2023-09-26" @default.
- W2012971519 title "A Prediction-Oriented Criterion for Choosing the Biasing Parameter in Liu Estimation" @default.
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- W2012971519 doi "https://doi.org/10.1080/03610920601126522" @default.
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