The existence theorem in general ridge regression (Q1110222)
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scientific article; zbMATH DE number 4072179
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The existence theorem in general ridge regression |
scientific article; zbMATH DE number 4072179 |
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The existence theorem in general ridge regression (English)
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1988
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\textit{A. E. Hoerl} and \textit{R. W. Kennard} [Technometrics 12, 55-67 (1970; Zbl 0202.172)] state that, like the ordinary ridge estimator, the general ridge estimator is also better than the least squares estimator relative to a mean square error. The proof of this result is given in this note.
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multiple linear regression model
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general ridge estimator
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least squares estimator
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mean square error
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