估计员
数学
山脊
斯坦因无偏风险估计
最小方差无偏估计量
统计
估计量的偏差
修剪估计量
应用数学
地质学
古生物学
标识
DOI:10.1080/03610920008832483
摘要
Ridge estimator of a singular design is considered for linear and gener¬alized linear models. Ridge penalty helps determine a unique estimator in singmar uesign. me tuning parameter o± tue penalty is seiecteu via gener¬alized cross-validation (GCV) method. It is proven that the ridge estimator lies in a special sub-parameter space and converges to the intrinsic estimator, an estimable function in singular design, as the shrinkage penalty diminishes. The expansion of the ridge estimator and its variance are also obtained. Thismethod is demonstrated through an application to age-period-cohort (APC) analysis of the incidence rates of cervical cancer in Ontario women 1980-1994
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