Mathematical programming model for selecting generalized ridge regression parameter

DOI10.17654/AS048060391MaRDI QIDQ2967682zbMATHFDO

Authors Aya Farag, Ragaa M. Kassem, Ramadan M. Hamed

Publication date 1 March 2017

Published in Advances and Applications in Statistics (Search for Journal in Brave)

Full work available at URL http://www.pphmj.com/abstract/9997.htm

zbMATH Keywords

least squares methodmean square errornumerical examplemathematical programming modelgeneralized ridge regressiongeneralized cross validation function

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

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(7)

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• Extension of the ridge regression technique to non-linear models with additive errors
• A combined nonlinear programming model and Kibria method for choosing ridge parameter regression
• Efficient choice of biasing constant for ridge regression
• Generalized ridge regression and its application to the estimation of breeding values of poultry

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