Length modified ridge regression

DOI10.1016/S0167-9473(97)00015-7zbMath0900.62367MaRDI QIDQ1390881

Magne Aldrin

Publication date: 22 July 1998

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

Partial least squares regressionPrediction adjusted ordinary least squaresPrincipal components regressionShrunk regressionVariable subset regression

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Hypothesis testing in multivariate analysis (62H15)

Related Items

THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION ⋮ Improved predictions penalizing both slope and curvature in additive models ⋮ Applied regression analysis bibliography update 1994-97

Uses Software

• alr3

Cites Work

• Estimating Optimal Transformations for Multiple Regression and Correlation
• On a generalized stein estimator of regression coefficients
• A Statistical View of Some Chemometrics Regression Tools
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
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