Unbiased Estimation of the Mean Squared Error Feasible Generalised Ridge Regression Estimator

V. K Srivastava and D. E. A Giles

No 262927, Department of Economics Discussion Papers from University of Canterbury - New Zealand

Abstract: The paper derives an exact unbiased estimator of the mean squared error of the feasible generalised ridge regression estimator for a linear regression coefficient. This provides the basis for calculating the standard error of such an estimator in a meaningful way.

Keywords: Agribusiness; Financial Economics (search for similar items in EconPapers)
Pages: 17
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Persistent link: https://EconPapers.repec.org/RePEc:ags:canzdp:262927

DOI: 10.22004/ag.econ.262927

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