DOI: 10.3390/stats9030065 ISSN: 2571-905X
Large Sample Theory for Some Ridge-Type Regression Estimators
Yu Jin, David J. OliveThis paper provides a large sample theory for some ridge-type multiple linear regression estimators, including Liu-type regression estimators, when the number of predictors is fixed. Some large sample theory is also given for ridge-type generalized linear model estimators. The estimators can be used for inference and variable selection.