Selecting the optimum k in ridge regression

DOI10.1080/03610928508828997zbMATH Open0577.62063OpenAlexW2046464362MaRDI QIDQ3698103FDOQ3698103

Authors: Tze-San Lee, Don B. Campbell 

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1080/03610928508828997

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zbMATH Keywords

ridge regressionprediction errormean squared errorleast squares estimatorNewton-Raphson methodoptimal ridge parameter

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Title not available (Why is that?)
• Ridge regression:some simulations
• Modern Error Analysis
• Title not available (Why is that?)
• A simulation study of ridge and other regression estimators
• Ridge and related estimation procedures: theory and practice
• Title not available (Why is that?)
• Title not available (Why is that?)
• A procedure for determination of a good ridge parameter in linear regression
• Regresion analysis with multicollinear predictor variables: definition, derection, and effects

Cited In (8)

• On exact small sample properties of the minimax generalized ridge regression estimators
• Stability of the inverse correlation matrix. Partial ridge regression
• A comparison of biased regression estimators using a pitman nearness criterion
• On exact small sample properties of ordinary ridge estimators
• A simulation study of deterministic ridge estimators
• On the almost unbiased ridge regression estimator
• Determination of unit hydrographs by multiple storm analysis
• A ridge-type estimator and good prior means

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