Jackknifing the Ridge Regression Estimator: A Revisit

Mansi Khurana, Yogendra P. Chaubey and Shalini Chandra

Communications in Statistics - Theory and Methods, 2014, vol. 43, issue 24, 5249-5262

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.

Date: 2014
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DOI: 10.1080/03610926.2012.729640

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