This page shows all publications that appeared in the IASI annual research reports. Authors currently affiliated with the Institute are always listed with the full name.

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Show all publications of the year  1994, with author Sinisgalli C., in the category IASI Research Reports (or show them all):

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IASI Research Report n. 399  (Previous ) 


Bertuzzi A., Gandolfi A., Carmela Sinisgalli

Preference regions of ridge regression and OLS according to Pitman's criterion

ABSTRACT

For the multiple linear regression model, we constructed regions in the parameter space in which the ridge estimator with a given value of the biasing parameter is preferred to ridge estimator, according to the Pitman's criterion under quadratic loss. Moreover, we compared these regions with the corresponding ones obtained according to the MSE criterion. Both Pitman and MSE preference regions of the ridge estimator are spheres centered in the origin, whereas the regions of OLS are complement of spheres. The dependence of the radii of these spheres on the biasing parameter was investigated. As an example, a nearly orthogonal and a nearly collinear problem were considered.