Two-parameter ridge regression and its convergence to the eventual pairwise model

DOI10.1016/j.mcm.2006.01.017zbMath1133.62340OpenAlexW2046824232MaRDI QIDQ2476710

Stan Lipovetsky

Publication date: 12 March 2008

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mcm.2006.01.017

zbMATH Keywords

ridge regressionrobust regressionmulticollinearitypaired models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (12)

Two-parameter ridge estimation in seemingly unrelated regression models ⋮ Nonparametric Decomposition of Time Series Data with Inputs ⋮ Linear regression with special coefficient features attained via parameterization in exponential, logistic, and multinomial-logit forms ⋮ Two-parameter ridge estimator in the binary logistic regression ⋮ Investigating the two parameter analysis of Lipovetsky for simultaneous systems ⋮ PCA and SVD with nonnegative loadings ⋮ Two parameter Ridge estimator in the inverse Gaussian regression model ⋮ Enhanced ridge regressions ⋮ Restricted Two Parameter Ridge Estimator ⋮ Predictive flow-field estimation ⋮ Tuning Parameter Selection and Various Good Fitting Characteristics for the Liu-Type Estimator in Linear Regression ⋮ Achieving fairness with a simple ridge penalty

Uses Software

• ElemStatLearn

Cites Work

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• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• Ridge regression:some simulations
• Dual‐ and triple‐mode matrix approximation and regression modelling
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• The elements of statistical learning. Data mining, inference, and prediction
• Multiobjective regression modification for collinearity

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