Choice of the ridge factor from the correlation matrix determinant (Q5107320): Difference between revisions

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Revision as of 19:50, 5 March 2024

scientific article; zbMATH DE number 7193721
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English
Choice of the ridge factor from the correlation matrix determinant
scientific article; zbMATH DE number 7193721

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    Choice of the ridge factor from the correlation matrix determinant (English)
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    27 April 2020
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    multicollinearity
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    ridge regression
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    variance inflation factor
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    mean square error
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