A Critique of Some Ridge Regression Methods

DOI10.2307/2287386MaRDI QIDQ3922021zbMATH OpenOpenAlexFDO

Authors

Publication date 1980

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

zbMATH Keywords

criticismmulticollinearityprincipal componentsridge regression

Mathematics Subject Classification ID

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

Cited in

(12)

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

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