Predictability measures for ridge regression models

DOI10.1080/03610928908829932zbMATH Open0696.62293OpenAlexW1967058030MaRDI QIDQ3474079FDOQ3474079

Authors: Virgina F. Flack 

Publication date: 1989

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928908829932

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zbMATH Keywords

leveragecollinearityregion of effective prediction

Mathematics Subject Classification ID

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

Cites Work

• A Simulation Study of Some Ridge Estimators
• Ridge regression:some simulations
• Ridge Regression and James-Stein Estimation: Review and Comments
• Title not available (Why is that?)
• Meaningful Multicollinearity Measures
• A Simulation of Biased Estimation and Subset Selection Regression Techniques
• A Simulation Study of Alternatives to Ordinary Least Squares
• Regresion analysis with multicollinear predictor variables: definition, derection, and effects

Cited In (2)

• Prediction consistency of forward iterated regression and selection technique
• QUANTIFYING PREDICTABILITY IN A SIMPLE MODEL WITH COMPLEX FEATURES

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