Yuzbasi, BahadirAhmed, S. EjazGungor, Mehmet2024-08-042024-08-0420171645-6726https://hdl.handle.net/11616/102152We suggest pretest and shrinkage ridge estimation strategies for linear regression models. We investigate the asymptotic properties of suggested estimators. Further, a Monte Carlo simulation study is conducted to assess the relative performance of the listed estimators. Also, we numerically compare their performance with Lasso, adaptive Lasso and SCAD strategies. Finally, a real data example is presented to illustrate the usefulness of the suggested methods.eninfo:eu-repo/semantics/closedAccessSub-modelFull ModelPretest and Shrinkage EstimationMulticollinearityAsymp-totic and SimulationArticle152251276WOS:000400670400005Q4