This paper derives the exact expressions for the first two moments of a generalized ridge estimator employing the initial choice of characterizing scalars as recommended by Hoer1 and Kermard (1970a). A numerical comparison of relative bias, relative mean squared error and efficiency with respect to the ordinary least squares estimator is also presented.
No takes yet. Share an insight, caveat, or question.
Dwivedi et al. (1980) studied this question.
Synapse has enriched 5 related papers. Consider them for comparative context:
More from Technometrics