An Explicit Solution for Generalized Ridge Regression

DOI10.2307/1268066zbMATH Open0307.62050OpenAlexW4231809234MaRDI QIDQ4064882FDOQ4064882

Authors: William J. Hemmerle 

Publication date: 1975

Full work available at URL: https://doi.org/10.2307/1268066

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cited In (18)

• On preliminary test ridge regression estimators for linear restrictions in a regression model with non-normal disturbances
• A study of some ridge-type shrinkage estimators
• Some properties of a class of biased regression estimators
• Ridge estimation in generalized linear models and proportional hazards regressions
• The characteristics of a biased estimator applied to the adaptive GMDH
• Optimization of ridge parameters in multivariate generalized ridge regression by plug-in methods
• Turning the information-sharing dial: efficient inference from different data sources
• Minimum mean square error estimation in linear regression
• Comparing methods for estimating patient-specific treatment effects in individual patient data meta-analysis
• An information criterion for normal regression estimation
• Inadmissibility of the iterative Stein-rule estimator of the disturbance variance in a linear regression
• A note on general ridge estimator
• Sequential Learning of Regression Models by Penalized Estimation
• Fractional principal components regression: a general approach to biased estimators
• Some finite sample properties of generalized ridge regression estimators
• A generalized ridge regression estimator and its finite sample properties
• A generalized class of shrinkage estimators in linear regression when disturbances are not normal
• Dropout drops double descent

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