Unbiased Estimation of the Mean Squared Error Feasible Generalised Ridge Regression Estimator

The paper derives an exact unbiased estimator of the mean squared error of the feasible generalised ridge regression estimator for a linear regression coefficient. This provides the basis for calculating the standard error of such an estimator in a meaningful way.


Issue Date:
Oct 10 1989
Publication Type:
Working or Discussion Paper
Language:
English
Total Pages:
17
Series Statement:
8907




 Record created 2017-09-11, last modified 2017-09-11

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