Predictability measures for ridge regression models

DOI10.1080/03610928908829932zbMath0696.62293OpenAlexW1967058030MaRDI QIDQ3474079

Virgina F. Flack

Publication date: 1989

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928908829932

zbMATH Keywords

leveragecollinearityregion of effective prediction

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Unnamed Item
• Regresion analysis with multicollinear predictor variables: definition, derection, and effects
• A Simulation of Biased Estimation and Subset Selection Regression Techniques
• A Simulation Study of Some Ridge Estimators
• Ridge Regression and James-Stein Estimation: Review and Comments
• Ridge regression:some simulations
• A Simulation Study of Alternatives to Ordinary Least Squares
• Meaningful Multicollinearity Measures

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