Yüzbaşı B.Ejaz Ahmed S.Güngör M.2024-08-042024-08-0420171645-6726https://hdl.handle.net/11616/91760We 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. © 2017, National Statistical Institute. All rights reserved.eninfo:eu-repo/semantics/closedAccessAsymp-totic and SimulationFull ModelMulticollinearityPretest and Shrinkage EstimationSub-modelArticle1522512762-s2.0-85018818289Q3