An example of ridge regression difficulties

DOI10.2307/3315233MaRDI QIDQ3918931zbMATH OpenOpenAlexFDO

Authors

Publication date 1980

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315233

zbMATH Keywords

Bayesian approachmulticollinearityprincipal componentsridge regression

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to economics (62P20)

Cites work

• Centering and Scaling in Ridge Regression
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
• scientific article; zbMATH DE number 3443026 (Why is no real title available?)
• scientific article; zbMATH DE number 3390151 (Why is no real title available?)
• On Biased Estimation in Linear Models
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge regression:some simulations

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