Ridge regression:some simulations
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Publication:4049968
DOI10.1080/03610927508827232zbMATH Open0296.62062OpenAlexW2066796151MaRDI QIDQ4049968FDOQ4049968
Authors: A. E. Hoerl, Robert W. Kennard, Kent F. Baldwin
Publication date: 1975
Published in: Communications in Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610927508827232
Cited In (only showing first 100 items - show all)
- On identification of transfer function models by biased regression methods
- Selection of the ridge parameter using mathematical programming
- The restricted least squares estimator and ridge regression
- Jackknifing the Ridge Regression Estimator: A Revisit
- Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm
- Profile monitoring for count data using Poisson and Conway-Maxwell-Poisson regression-based control charts under multicollinearity problem
- A novel characteristic value correction iteration method
- Choosing shrinkage estimators for regression problems
- On the ridge regression estimator with sub-space restriction
- Improved two-parameter estimators for the negative binomial and Poisson regression models
- Liu-Type Negative Binomial Regression: A Comparison of Recent Estimators and Applications
- A simulation study on some restricted ridge regression estimators
- A Jackknifed Ridge M-estimator for regression model with multicollinearity and outliers
- Adaptive prior weighting in generalized regression
- Choice of the ridge factor from the correlation matrix determinant
- A note on the performance of biased estimators with autocorrelated errors
- Stochastically optimal bootstrap sample size for shrinkage-type statistics
- Restricted ridge estimator in generalized linear models: Monte Carlo simulation studies on Poisson and binomial distributed responses
- A monte carlo study of collinearity in linear simultaneous equation models∗
- Multiobjective regression modification for collinearity
- Bayesian estimation of the shrinkage parameter in ridge regression
- Feasible generalized Stein-rule restricted ridge regression estimators
- Logistic regression diagnostics in ridge regression
- Developing ridge estimation method for median regression
- Variable selection in linear regression based on ridge estimator
- A new biased estimator in logistic regression model
- Improved Stein-rule estimator for regression problems
- HDBRR: a statistical package for high-dimensional Bayesian ridge regression without MCMC
- An evaluation of ridge estimator in linear mixed models: an example from kidney failure data
- Iterative algorithms of biased estimation methods in binary logistic regression
- Some strong consistency results in stochastic regression
- A new two-parameter estimator for the Poisson regression model
- Concentration reversals in ridge regression
- Shrinking toward submodels in regression
- New Ridge Regression Estimator in Semiparametric Regression Models
- Ridge estimation of transfer function weights
- Comparing ordinary ridge and generalized ridge regression results obtained using genetic algorithms for ridge parameter selection
- Optimal determination of the parameters of some biased estimators using genetic algorithm
- Confronting collinearity in environmental regression models: evidence from world data
- Small sample properties of ridge estimators with normal and non-normal disturbances
- Robust ridge and robust Liu estimator for regression based on the LTS estimator
- The r-k class estimator in generalized linear models applicable with simulation and empirical study using a Poisson and Gamma responses
- Beta ridge regression estimators: simulation and application
- On the estimation of Bell regression model using ridge estimator
- On a modification of Marquardt's compromise: Rationale and applications
- Ridge-type shrinkage estimators in generalized linear models with an application to prostate cancer data
- Mean square error behavior for prediction in linear regression models
- Tolerance intervals from ridge regression in the presence of multicollinearity and high dimension
- Cross validation of ridge regression estimator in autocorrelated linear regression models
- A simulation study on comparison of prediction methods when only a few components are relevant
- A generalized class of shrinkage estimators in linear regression when disturbances are not normal
- Two-parameter ridge estimation in seemingly unrelated regression models
- The stochastic restricted ridge estimator in generalized linear models
- AgFlow: fast model selection of penalized PCA via implicit regularization effects of gradient flow
- Robust two parameter ridge M-estimator for linear regression
- Modified Ridge Parameters for Seemingly Unrelated Regression Model
- Bootstrap selection of ridge regularization parameter: a comparative study via a simulation study
- Pseudo estimation and variable selection in regression
- Comparison of deviance and ridge deviance residual-based control charts for monitoring Poisson profiles
- Comparison of biasing parameter computational techniques in ridge-type estimation
- Performance of some stochastic restricted ridge estimator in linear regression model
- Combining Unbiased Ridge and Principal Component Regression Estimators
- Reviving some geometric aspects of shrinkage estimation in linear models
- Ridge estimation in linear mixed measurement error models using generalized maximum entropy
- Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients
- A test statistic to choose between Liu-type and least-squares estimator based on mean square error criteria
- A jackknifed ridge estimator in the linear regression model with heteroscedastic or correlated errors
- On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances
- Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term
- Group least squares regression for linear models with strongly correlated predictor variables
- A general approach of least squares estimation and optimal filtering
- Optimal weighting of a priori statistics in linear estimation theory
- Surrogate models in ill-conditioned systems
- Ridge Regression – A Simulation Study
- More on the restricted ridge regression estimation
- On small sample properties of the almost unbiased generalized ridge estimator
- A Comparison of Mixed and Ridge Estimators of Linear Models
- Linear regression with special coefficient features attained via parameterization in exponential, logistic, and multinomial-logit forms
- Subset selection in linear regression using generalized ridge estimator
- Robust ridge estimator in restricted semiparametric regression models
- Using improved estimation strategies to combat multicollinearity
- Learning from a lot: empirical Bayes for high-dimensional model-based prediction
- Ridge regression in the context of a system of seemingly unrelated regression equations
- Predictability measures for ridge regression models
- Two-stage Liu estimator in a simultaneous equations model
- Graphical methods for evaluating ridge regression estimator in mixture experiments
- Selecting the optimum k in ridge regression
- Performance of the difference-based estimators in partially linear models
- MEAN SQUARED ERROR COMPARISONS OF SOME BIASED REGRESSION ESTIMATORS
- Characterization of Ridge Trace Behavior
- The Restricted and Unrestricted Two-Parameter Estimators
- Difference-based ridge estimator of parameters in partial linear model
- Biased discriminant analysis: Evaluation of the optimum probability of misclassification
- Confidence intervals in ridge regression by bootstrapping the dependent variable: a simulation study
- The sampling distribution of shrinkage estimators and their F-ratios in the regression model
- Transformation of variables and the condition number in ridge estimation
- The General Expressions for the Moments of the Stochastic Shrinkage Parameters of the Liu Type Estimator
- Quantile based estimation of biasing parameters in ridge regression model
- A note on the moments of stochastic shrinkage parameters in ridge regression
- THE DISTRIBUTION OF STOCHASTIC SHRINKAGE PARAMETERS IN RIDGE REGRESSION
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