Extension of the ridge regression technique to non-linear models with additive errors

DOI10.1016/0165-1765(83)90130-1zbMath1273.62175OpenAlexW2030471662WikidataQ128066871 ScholiaQ128066871MaRDI QIDQ374812

Marcel G. Dagenais

Publication date: 24 October 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(83)90130-1

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) General nonlinear regression (62J02) Statistical methods; economic indices and measures (91B82)

Cites Work

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• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• The Computation of FIML Estimates as Iterative Generalized Least Squares Estimates in Linear and Nonlinear Simultaneous Equations Models
• Bayesian analysis of a three-component hierarchical design model
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

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