An example of ridge regression difficulties
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Publication:3918931
DOI10.2307/3315233zbMath0466.62060OpenAlexW2090166800MaRDI QIDQ3918931
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Publication date: 1980
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3315233
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)
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