The moments of the operational almost unbiased ridge regression estimator

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摘要

In this paper, we derive the exact general expressions for the moments of the Lawless–Wang's operational almost unbiased ridge regression (AUGRR) estimator for individual regression coefficients.

论文关键词：Almost unbiased ridge regression estimator,Moment,Multicollinearity,Operational estimator,Ridge regression

论文评审过程：Available online 24 July 2003.

论文官网地址：https://doi.org/10.1016/S0096-3003(03)00663-5