Length modified ridge regression

DOI10.1016/S0167-9473(97)00015-7MaRDI QIDQ1390881zbMATH OpenFDO

Authors Magne Aldrin

Publication date 22 July 1998

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

Partial least squares regressionPrediction adjusted ordinary least squaresPrincipal components regressionShrunk regressionVariable subset regression

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Ridge regression; shrinkage estimators (Lasso) (62J07)

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• Ridge Regression — 1980: Advances, Algorithms, and Applications
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• A Statistical View of Some Chemometrics Regression Tools
• Estimating Optimal Transformations for Multiple Regression and Correlation
• Estimation with quadratic loss.
• On a generalized stein estimator of regression coefficients
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Cited in

(4)

• Predictability measures for ridge regression models
• Improved predictions penalizing both slope and curvature in additive models
• THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION
• Applied regression analysis bibliography update 1994-97

Describes a project that uses

Uses Software

• alr3

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