统计与决策2025，Vol.41Issue(22)：5-11,7.DOI:10.13546/j.cnki.tjyjc.2025.22.001
删失数据下岭回归的平均估计
Average Estimate for Ridge Regression With Censored Data
摘要
Abstract
In linear regression models,when there is a high degree of collinearity among covariates,ridge regression is an ef-fective method to optimize the estimation effect.In ridge regression,the selection of ridge parameters is of vital importance as it determines the quality of the ridge regression estimation.This paper studies the average estimation of ridge regression when the re-sponse variable is right censored.Firstly,by combining with the ridge estimators under different ridge parameters,a new ridge re-gression average estimator is constructed.Secondly,a cross-validation-based weight choice criterion is developed to assign model weights and its asymptotic optimality is proved.Finally,a simulation study and a real data analysis demonstrate the superiority of the proposed model averaging method over other traditional methods.关键词
岭回归/模型平均/删失数据/交叉验证/渐近最优性Key words
ridge regression/model averaging/censored data/cross validation/asymptotic optimality分类
数理科学引用本文复制引用
胡国治,曾婕,程维虎..删失数据下岭回归的平均估计[J].统计与决策,2025,41(22):5-11,7.基金项目
安徽省哲学社会科学规划项目(AHSKYQ2023D038) （AHSKYQ2023D038）
