Predictive efficiency of ridge regression estimator
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.
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
University of Belgrade
2017-01-01
|
| Series: | Yugoslav Journal of Operations Research |
| Subjects: | |
| Online Access: | http://www.doiserbia.nb.rs/img/doi/0354-0243/2017/0354-02431700014T.pdf |