Solving multicollinearity problem using ridge regression models

zbMATH Open1225.62097MaRDI QIDQ3097142FDOQ3097142

N. I. Rashwan, M. El Dereny

Publication date: 15 November 2011

Full work available at URL: http://www.m-hikari.com/ijcms-2011/9-12-2011/index.html

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zbMATH Keywords

ordinary least squaresgeneralized ridge regressionbiased ridge parameterdirected ridge regressionordinary ridge regression

Mathematics Subject Classification ID

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

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• Partial ridge regression under multicollinearity
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• Variant of greedy randomized Kaczmarz for ridge regression

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