Anomalies in the Foundations of Ridge Regression

DOI10.1111/j.1751-5823.2007.00041.xzbMath1206.62129arXivmath/0703551OpenAlexW2087871315WikidataQ57447150 ScholiaQ57447150MaRDI QIDQ3182012

Donald E. Ramirez, Donald R. Jensen

Publication date: 1 October 2009

Published in: International Statistical Review (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0703551

zbMATH Keywords

constrained optimizationalternative foundationsincomplete use of LaGrange's methodnon-singular distributions

Mathematics Subject Classification ID

Related Items (13)

Designs enhancing Fisher information ⋮ A Note on Collinearity Diagnostics and Centering ⋮ The coefficient of determination in the ridge regression ⋮ The red indicator and corrected VIFs in generalized linear models ⋮ A note about the corrected VIF ⋮ Standardization of Variables and Collinearity Diagnostic in Ridge Regression ⋮ Revision: variance inflation in regression ⋮ Collinearity: revisiting the variance inflation factor in ridge regression ⋮ Nonparametric Principal Components Regression ⋮ Enhanced ridge regressions ⋮ On mitigating collinearity through mixtures ⋮ Mitigating collinearity in linear regression models using ridge, surrogate and raised estimators ⋮ Confronting collinearity in environmental regression models: evidence from world data

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• A Simulation Study of Alternatives to Ordinary Least Squares
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• Some Comments on C P
• Inequalities: theory of majorization and its applications

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