Variable selection in linear regression based on ridge estimator

DOI10.1080/00949650903012413zbMath1205.62086OpenAlexW2118288545MaRDI QIDQ3070604

A. V. Dorugade, Dattatraya N. Kashid

Publication date: 3 February 2011

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650903012413

zbMATH Keywords

subset selectionlinear regressionmulticollinearityridge estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items

Subset selection in multiple linear regression in the presence of outlier and multicollinearity

Cites Work

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• Ridge regression:some simulations
• Generalized ridge regression and a generalization of theC_Pstatistic
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Some Comments on C P