Analysis of the condition number in the raise regression

DOI10.1080/03610926.2020.1740737OpenAlexW3015525833MaRDI QIDQ5079203

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Publication date: 25 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1740737

zbMATH Keywords

eigenvaluecondition numbermulticollinearityraise regression

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Ridge regression:some simulations
• Ridge Regression in Practice
• Biased Estimation in Regression: An Evaluation Using Mean Squared Error
• Meaningful Multicollinearity Measures
• The coefficient of determination in the ridge regression
• Ridge Regression: Applications to Nonorthogonal Problems
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
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