2 papers
stat.ME2023
A Modelling Framework for Regression with Collinearity
Takeaki Kariya, Hiroshi Kurata, Takaki Hayashi
This study addresses a fundamental, yet overlooked, gap between standard theory and empirical modelling practices in the OLS regression model $\boldsymbol{y}=\boldsymbol{Xβ}+\bolds…
math.ST2017
Covariance structure associated with an equality between two general ridge estimators
Koji Tsukuda, Hiroshi Kurata
In a general linear model, this paper derives a necessary and sufficient condition under which two general ridge estimators coincide with each other. The condition is given as a st…