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A Critique of Some Ridge Regression Methods

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Publication:3922021
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DOI10.2307/2287386zbMath0468.62065OpenAlexW4249450056MaRDI QIDQ3922021

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Publication date: 1980

Full work available at URL: https://doi.org/10.2307/2287386


zbMATH Keywords

ridge regressionprincipal componentsmulticollinearitycriticism


Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Foundations and philosophical topics in statistics (62A01)


Related Items (10)

Diagnostics for penalized least-squares estimators ⋮ On the structure of partial least squares regression ⋮ The coefficient of determination in the ridge regression ⋮ Selection buasubg parameters in adaptive ridge regression estimators ⋮ On the n-dimensional geometry of regression diagnostics ⋮ Revision: variance inflation in regression ⋮ Performance analysis of the preliminary test estimator with series of stochastic restrictions ⋮ A Comparison of Mixed and Ridge Estimators of Linear Models ⋮ A monte carlo study of collinearity in linear simultaneous equation models∗ ⋮ Bayesian input in Stein estimation and a new minimax empirical Bayes estimator




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