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On the Random Constrained Dual Parameter Ridge Estimator in Linear Regression
Lipei Liu
24 - 29
10.3233/FAIA240239
Research Article
Frontiers in Artificial Intelligence and Applications
Volume 387: Modern Management based on Big Data V
Abstract

This article proposes a random constrained dual parameter ridge estimator with random constraints for the problem of multicollinearity in linear regression model. Under the mean square error matrix, the superiority of the new estimator over the dual parameter ridge estimator, common mixed estimator and random constrained ridge estimator is discussed. And the theoretical results are demonstrated through a numerical example and a simulation study.

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