Predictability measures for ridge regression models

DOI10.1080/03610928908829932MaRDI QIDQ3474079zbMATHOpenAlexFDO

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

zbMATH Keywords

leveragecollinearityregion of effective prediction

Mathematics Subject Classification ID

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

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• scientific article; zbMATH DE number 4076367

Cites work

• scientific article; zbMATH DE number 3806769 (Why is no real title available?)
• A Simulation Study of Alternatives to Ordinary Least Squares
• A Simulation Study of Some Ridge Estimators
• A Simulation of Biased Estimation and Subset Selection Regression Techniques
• Meaningful Multicollinearity Measures
• Regresion analysis with multicollinear predictor variables: definition, derection, and effects
• Ridge Regression and James-Stein Estimation: Review and Comments
• Ridge regression:some simulations

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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