The coefficient of determination in the ridge regression

DOI10.1080/03610918.2019.1649421OpenAlexW2979397243WikidataQ127123651 ScholiaQ127123651MaRDI QIDQ5086350

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Publication date: 5 July 2022

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

Full work available at URL: https://dialnet.unirioja.es/servlet/oaiart?codigo=6641075

zbMATH Keywords

multicollinearitygoodness of fittransformation of variablessum of squares decomposition

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Analysis of the condition number in the raise regression ⋮ Obtaining a threshold for the Stewart index and its extension to ridge regression

Cites Work

• A note about the corrected VIF
• Anomalies in the Foundations of Ridge Regression
• Condition Numbers and Minimax Ridge Regression Estimators
• A Simulation Study of Some Ridge Estimators
• A Critique of Some Ridge Regression Methods
• Performance of Some New Ridge Regression Estimators
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
• Standardization of Variables and Collinearity Diagnostic in Ridge Regression

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