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Jackknifing the Ridge Regression Estimator: A Revisit

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  • Mansi Khurana
  • Yogendra P. Chaubey
  • Shalini Chandra

Abstract

Singh et al. (1986) proposed an almost unbiased ridge estimator using Jackknife method that required transformation of the regression parameters. This article shows that the same method can be used to derive the Jackknifed ridge estimator of the original (untransformed) parameter without transformation. This method also leads in deriving easily the second-order Jackknifed ridge that may reduce the bias further. We further investigate the performance of these estimators along with a recent method by Batah et al. (2008) called modified Jackknifed ridge theoretically as well as numerically.

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  • Mansi Khurana & Yogendra P. Chaubey & Shalini Chandra, 2014. "Jackknifing the Ridge Regression Estimator: A Revisit," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 43(24), pages 5249-5262, December.
    • Handle: RePEc:taf:lstaxx:v:43:y:2014:i:24:p:5249-5262
    DOI: 10.1080/03610926.2012.729640
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    Cited by:

    1. Semra Türkan & Gamze Özel, 2016. "A new modified Jackknifed estimator for the Poisson regression model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(10), pages 1892-1905, August.

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