Mathematical programming model for selecting generalized ridge regression parameter

DOI10.17654/AS048060391zbMATH Open1359.65019MaRDI QIDQ2967682FDOQ2967682

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

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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)

Cited In (7)

• Selection of the ridge parameter using mathematical programming
• Explicit solution to the minimization problem of generalized cross-validation criterion for selecting ridge parameters in generalized ridge regression
• A fast algorithm for optimizing ridge parameters in a generalized ridge regression by minimizing a model selection criterion
• 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
• Extension of the ridge regression technique to non-linear models with additive errors

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