Selection of the Ridge Parameter Using Mathematical Programming

DOI10.1080/03610918.2012.659821zbMath1268.65013OpenAlexW2017787632MaRDI QIDQ4929174

Aya Farag, Ali El Hefnawy, Ramadan M. Hamed

Publication date: 13 June 2013

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2012.659821

zbMATH Keywords

numerical examplemean squared errorridge regressionnonlinear programming model

Mathematics Subject Classification ID

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

Related Items

Comparing ordinary ridge and generalized ridge regression results obtained using genetic algorithms for ridge parameter selection ⋮ Shrinkage parameter selection via modified cross-validation approach for ridge regression model ⋮ Bootstrap selection of ridge regularization parameter: a comparative study via a simulation study ⋮ A Combined Nonlinear Programming Model and Kibria Method for Choosing Ridge Parameter Regression ⋮ Defining a two-parameter estimator: a mathematical programming evidence ⋮ Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm

Uses Software

• SAS/IML
• SAS

Cites Work

• Unnamed Item
• Some Modifications for Choosing Ridge Parameters
• On Some Ridge Regression Estimators: An Empirical Comparisons
• Ridge regression:some simulations
• A simulation study of ridge and other regression estimators
• Choosing Ridge Parameter for Regression Problems
• Performance of Some New Ridge Regression Estimators
• Regression Analysis by Example

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