Mathematical programming model for selecting generalized ridge regression parameter (Q2967682)
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scientific article; zbMATH DE number 6690630
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| English | Mathematical programming model for selecting generalized ridge regression parameter |
scientific article; zbMATH DE number 6690630 |
Statements
MATHEMATICAL PROGRAMMING MODEL FOR SELECTING GENERALIZED RIDGE REGRESSION PARAMETER (English)
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1 March 2017
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generalized ridge regression
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mean square error
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generalized cross validation function
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mathematical programming model
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numerical example
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least squares method
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0.8924086689949036
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0.8190683722496033
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0.8047773241996765
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0.7874457240104675
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0.781193196773529
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