Browse > Article
http://dx.doi.org/10.5351/KJAS.2006.19.2.339

Two Bootstrap Confidence Intervals of Ridge Regression Estimators in Mixture Experiments  

Jang Dae-Heung (Division of Mathematical Science, Pukyong National University)
Publication Information
The Korean Journal of Applied Statistics / v.19, no.2, 2006 , pp. 339-347 More about this Journal
Abstract
In mixture experiments, performing experiments in highly constrained regions causes collinearity problems. We can use the ridge regression as a means for stabilizing the coefficient estimators in the fitted model. But there is no theory available on which to base statistical inference of ridge estimators. The bootstrap technique could be used to seek the confidence intervals for ridge estimators.
Keywords
Mixture Experiments; Ridge Estimators; Bootstrap Confidence Intervals;
Citations & Related Records
연도 인용수 순위
  • Reference
1 Vinod, H. D. (1995). Double bootstrap for shrinkage estimators, Journal of Econometrics, 68, 287-302   DOI   ScienceOn
2 Cornell, J. (2002). Experiments with Mixture, John Wiley & Sons, Inc., New York
3 Kazami, C. and Brownstone, D. (1999). Bootstrap confidence bands for shrinkage estimators, Journal of Econometrics, 90, 99-127   DOI   ScienceOn
4 Montgomery, D. C, Peck, E. A., and Vining, G. G. (2001). Introduction to Linear Regression Analysis, John Wiley & Sons, Inc., New York
5 Politis, D. N., Romano, J. P., and Wolf, M. (1999). Subsampling, Springer, New York
6 Snee, R. D. (1975). Experimental designs for quadratic models in constrained mixture spaces, Technometrics, 17, 149-159   DOI   ScienceOn
7 St. John, R. C. (1984). Experiments with mixture, ill-conditioning, and ridge regression, Journal of Quality Technology, 16, 81-96   DOI