Ridge Regression – A Simulation Study

@inproceedings{Clark2006RidgeR,
  title={Ridge Regression – A Simulation Study},
  author={Allan E. Clark and Cas G. Troskie},
  year={2006}
}
  • Allan E. Clark, Cas G. Troskie
  • Published 2006
  • Mathematics
  • In this article we assess the suitability of two new ridge estimators by means of a simulation study. We compare these estimators with well-known ridge estimators. We also make direct comparisons between the ordinary least squares (OLS) estimator and the ridge estimators by using ratio of the average total mean square error of the OLS estimator and the ridge estimators. We find that the new estimators perform well under certain conditions. 

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