Comparing ordinary ridge and generalized ridge regression results obtained using genetic algorithms for ridge parameter selection

DOI10.1080/03610918.2020.1797793MaRDI QIDQ5042199zbMATH OpenOpenAlexFDO

Authors Barnabe Ndabashinze, Gülesen Üstündağ Şiray

Publication date 18 October 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2020.1797793

zbMATH Keywords

dynamic penalty functiongenetic algorithmsmulticollinearityridge regressionvariance inflation factor

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Neural nets and related approaches to inference from stochastic processes (62M45) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Cites work

• A combined nonlinear programming model and Kibria method for choosing ridge parameter regression
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A simulation study of ridge and other regression estimators
• Alternative method for choosing ridge parameter for regression
• Choosing Ridge Parameter for Regression Problems
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
• scientific article; zbMATH DE number 3497315 (Why is no real title available?)
• Optimal determination of the parameters of some biased estimators using genetic algorithm
• Performance of Kibria's method for the heteroscedastic ridge regression model: some Monte Carlo evidence
• Performance of Some New Ridge Regression Estimators
• Ridge Regression: Applications to Nonorthogonal Problems
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge regression:some simulations
• Selection of the ridge parameter using mathematical programming
• Some Modifications for Choosing Ridge Parameters

Cited in

(2)

• Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm
• Performance analysis of shrinkage estimators in Conway-Maxwell-Poisson regression model

Describes a project that uses

Uses Software

• GA

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