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The General Linear Test in the Ridge Regression
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 Title & Authors
The General Linear Test in the Ridge Regression
Bae, Whasoo; Kim, Minji; Kim, Choongrak;
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 Abstract
We derive a test statistic for the general linear test in the ridge regression model. The exact distribution for the test statistic is too difficult to derive; therefore, we suggest an approximate reference distribution. We use numerical studies to verify that the suggested distribution for the test statistic is appropriate. A asymptotic result for the test statistic also is considered.
 Keywords
Linear test;reference distribution;shrinkage parameter;test statistic;
 Language
English
 Cited by
 References
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