Ridge regression and the Lasso: how do they do as finders of significant regressors and their multipliers?

DOI10.1080/03610918.2020.1779295OpenAlexW3042131679MaRDI QIDQ5042165

Rajaram Gana

Publication date: 18 October 2022

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

Full work available at URL: https://doi.org/10.1080/03610918.2020.1779295

zbMATH Keywords

ridge regressionstatistical significanceLasso

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• MersenneTwister
• bootstrap

Cites Work

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• A simulation study of ridge and other regression estimators
• Comparison of Stopping Rules in Forward "Stepwise" Regression
• Classical F-Tests and Confidence Regions for Ridge Regression
• The Early Use of Matrix Diagonal Increments in Statistical Problems
• Mersenne twister
• A new approach to variable selection in least squares problems
• A Statistical View of Some Chemometrics Regression Tools
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Some Comments on C P
• Random forests

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