The successive raising estimator and its relation with the ridge estimator
Garcia, J.; Ramirez, D. E.
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
2017
VL / 46 - BP / 11123 - EP / 11142
abstract
The raised estimators are used to reduce collinearity in linear regression models by raising a column in the experimental data matrix which may be nearly linear with the other columns. The raising procedure has two components, namely stretching and rotating, which we can analyze separately. We give the relationship between the raised estimators and the classical ridge estimators. Using a case study, we show how to determine the perturbation parameter for the raised estimators by controlling the amount of precision to be retained in the original data.
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