Inference for the Linear IV Model Ridge Estimator Using Training and Test Samples

Inference for the Linear IV Model Ridge Estimator Using Training and Test Samples

The asymptotic distribution is presented for the linear instrumental variables model estimated with a ridge penalty and a prior where the tuning parameter is selected with a holdout sample. The structural parameters and the tuning parameter are estimated jointly by method of moments. A chi-squared s...

Descripció completa

Dades bibliogràfiques
Autors principals:	Fallaw Sowell, Nandana Sengupta
Format:	Article
Idioma:	English
Publicat:	MDPI AG 2021-09-01
Col·lecció:	Stats
Matèries:	ridge regression holdout sample method of moments asymptotic distribution confidence region
Accés en línia:	https://www.mdpi.com/2571-905X/4/3/43

Ítems similars

On the Asymptotic Distribution of Ridge Regression Estimators Using Training and Test Samples
per: Nandana Sengupta, et al.
Publicat: (2020-10-01)

Eminent Domain: History and Economics
per: Pavol Minárik
Publicat: (2015-01-01)

Theory of Ridge Regression Estimation with Applications /
per: A.K. Md. Ehsanes Saleh author, et al.
Publicat: (2019)

Metode Regresi Ridge Untuk Mengatasi Kasus Multikolinear
per: Margaretha Ohyver
Publicat: (2011-06-01)

KINERJA JACKKNIFE RIDGE REGRESSION DALAM MENGATASI MULTIKOLINEARITAS
per: HANY DEVITA, et al.
Publicat: (2014-11-01)

A High-Dimensional Counterpart for the Ridge Estimator in Multicollinear Situations
per: Mohammad Arashi, et al.
Publicat: (2021-11-01)

Predictive efficiency of ridge regression estimator
per: Tiwari Manoj, et al.
Publicat: (2017-01-01)

Asymptotic Analysis for One-Stage Stochastic Linear Complementarity Problems and Applications
per: Shuang Lin, et al.
Publicat: (2023-01-01)

Ridge Regression and the Elastic Net: How Do They Do as Finders of True Regressors and Their Coefficients?
per: Rajaram Gana
Publicat: (2022-08-01)

Ridge regression: biased estimation for nonorthogonal problems /
per: 437397 Hoerl, Arthur E., et al.

Employing Ridge Regression Procedure to Remedy the Multicollinearity Problem
per: Hazim M. Gorgees, et al.
Publicat: (2017-05-01)

Linear expectile regression under massive data
per: Shanshan Song, et al.
Publicat: (2021-09-01)

Modified jackknife ridge estimator for the Conway-Maxwell-Poisson model
per: Zakariya Yahya Algamal, et al.
Publicat: (2023-03-01)

HaCk: Hand Gesture Classification Using a Convolutional Neural Network and Generative Adversarial Network-Based Data Generation Model
per: Kalyan Chatterjee, et al.
Publicat: (2024-02-01)

Robust Prediction of Single and Multiple Point Protein Mutations Stability Changes
per: Óscar Álvarez-Machancoses, et al.
Publicat: (2019-12-01)

Sensor Selection for Tidal Volume Determination via Linear Regression—Impact of Lasso versus Ridge Regression
per: Bernhard Laufer, et al.
Publicat: (2023-08-01)

An Ensemble of Kernel Ridge Regression for Multi-class Classification
per: Suganthan, Ponnuthurai Nagaratnam, et al.
Publicat: (2018)

Improving generalized ridge estimator for the gamma regression model.
per: AVAN Al-Saffar, et al.
Publicat: (2024-06-01)

PENERAPAN METODE GENERALIZED RIDGE REGRESSION DALAM MENGATASI MASALAH MULTIKOLINEARITAS
per: NI KETUT TRI UTAMI, et al.
Publicat: (2013-01-01)

A Computational Study of Potential miRNA-Disease Association Inference Based on Ensemble Learning and Kernel Ridge Regression
per: Li-Hong Peng, et al.
Publicat: (2020-02-01)

Improving Prediction Accuracy of Lasso and Ridge Regression as an Alternative to LS Regression to Identify Variable Selection Problems
per: Pareekhan Abdulla Omer
Publicat: (2022-12-01)

NoMAS: A Computational Approach to Find Mutated Subnetworks Associated With Survival in Genome-Wide Cancer Studies
per: Federico Altieri, et al.
Publicat: (2019-04-01)

The geodynamics of plume-influenced mid-ocean ridges: insights from the Foundation Segment of the Pacific-Antarctic Ridge
per: Philipp A. Brandl, et al.
Publicat: (2024-09-01)

Simultaneous inference in regression /
per: Liu, Wei, 1974-
Publicat: (c201)

Ridge-Type Pretest and Shrinkage Estimation Strategies in Spatial Error Models with an Application to a Real Data Example
per: Marwan Al-Momani, et al.
Publicat: (2024-01-01)

Initial Coin Offering Prediction Comparison Using Ridge Regression, Artificial Neural Network, Random Forest Regression, and Hybrid ANN-Ridge
per: Toai Kim Tran, et al.
Publicat: (2023-12-01)

The NFDA-Nonsmooth Feasible Directions Algorithm applied to construction of Pareto Fronts of Ridge and Lasso Regressions
per: W. P. Freire
Publicat: (2024-11-01)

Mill Ridge [peta]
Publicat: (1971)

Broken Ridge [peta]
Publicat: (1971)

Ridge Regression Prediction Model for Temperatures of South China in May
per: Han Pucheng, et al.
Publicat: (2024-07-01)

Mitigating Multicollinearity in Regression: A Study on Improved Ridge Estimators
per: Nadeem Akhtar, et al.
Publicat: (2024-09-01)

On the breadth of dermal ridges in sardinians
per: G.U. Floris
Publicat: (2012-11-01)

Handling linear dependency in linear regression models: Almost unbiased modified ridge-type estimator
per: Segun L. Jegede, et al.
Publicat: (2024-09-01)

Lateral ridge split and immediate implant placement in moderately resorbed alveolar ridges: How much is the added width?
per: Amin Rahpeyma, et al.
Publicat: (2013-01-01)

a simulation comparison of Ridge regression estimators with Lars
per: Roshanak Alimohammadi, et al.
Publicat: (2022-06-01)

Construction monitoring and analysis of low mountain ridge tunnel
per: Jian Ouyang, et al.
Publicat: (2024-03-01)

Some Modified Ridge Estimators for Handling the Multicollinearity Problem
per: Nusrat Shaheen, et al.
Publicat: (2023-05-01)

On the performance of some new ridge parameter estimators in the Poisson-inverse Gaussian ridge regression
per: Asia Batool, et al.
Publicat: (2023-05-01)

Developing ridge estimators for the extended Poisson-Tweedie regression model: Method, simulation, and application
per: Mohamed R. Abonazel, et al.
Publicat: (2024-03-01)

Ridge Splitting Technique for Horizontal Augmentation and Immediate Implant Placement
per: Papathanasiou Ioannis, et al.
Publicat: (2014-03-01)