Classical F-Tests and Confidence Regions for Ridge Regression

DOI10.2307/1267882zbMATH Open0375.62066OpenAlexW4255679024MaRDI QIDQ4153955FDOQ4153955

Authors: Robert L. Obenchain 

Publication date: 1977

Full work available at URL: https://doi.org/10.2307/1267882

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cited In (12)

• Surrogate models in ill-conditioned systems
• The r – d class estimator in generalized linear models: applications on gamma, Poisson and binomial distributed responses
• Addressing the distributed lag models with heteroscedastic errors
• The internal norm approach to influence diagnostics
• Data enriched linear regression
• Turning the information-sharing dial: efficient inference from different data sources
• The distribution of cook's d statistic
• Globaltest confidence regions and their application to ridge regression
• Comment: Ridge Regression, Ranking Variables and Improved Principal Component Regression
• Ridge regression and the Lasso: how do they do as finders of significant regressors and their multipliers?
• Bootstrap confidence interval of ridge regression in linear regression model: A comparative study via a simulation study
• Tests of regression coefficients under ridge regression models

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