Weighted Mean Square Error Ridge Regression: Some Analytical Results

David M. Prescott

Working Paper from Economics Department, Queen's University

Abstract: This paper examines practical procedures for obtaining generalized ridge-type estimators of a standard linear regression model. The analysis is specialized to the single 'k' model and this is compared to a procedure recently proposed by McDonald and Galarneau (1975).

Pages: 20
Date: 1975
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Persistent link: https://EconPapers.repec.org/RePEc:qed:wpaper:190

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