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The successive raising estimator and its relation with the ridge estimator

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  • J. García
  • D. E. Ramirez

Abstract

The raised estimators are used to reduce collinearity in linear regression models by raising a column in the experimental data matrix which may be nearly linear with the other columns. The raising procedure has two components, namely stretching and rotating, which we can analyze separately. We give the relationship between the raised estimators and the classical ridge estimators. Using a case study, we show how to determine the perturbation parameter for the raised estimators by controlling the amount of precision to be retained in the original data.

Suggested Citation

  • J. García & D. E. Ramirez, 2017. "The successive raising estimator and its relation with the ridge estimator," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(22), pages 11123-11142, November.
    • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:11123-11142
    DOI: 10.1080/03610926.2016.1260738
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