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Ridge regression estimation for survey samples
- Authors
- Park, Mingue; Yang, Min
- Issue Date
- 2008
- Publisher
- TAYLOR & FRANCIS INC
- Keywords
- design consistency; model MSE; regression superpopulation model; ridge regression
- Citation
- COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, v.37, no.4, pp.532 - 543
- Indexed
- SCIE
SCOPUS
- Journal Title
- COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
- Volume
- 37
- Number
- 4
- Start Page
- 532
- End Page
- 543
- ISSN
- 0361-0926
- Abstract
- This paper describes procedure for constructing a vector of regression weights. Under the regression superpopulation model, the ridge regression estimator that has minimum model mean squared error is derived. Through a simulation study, we compare the ridge regression weights, regression weights, quadratic programming weights, and raking ratio weights. The ridge regression procedure with weights bounded by zero performed very well.
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