New approaches for choosing the ridge parameters

MaRDI QIDQ5154658zbMATH OpenFDO

Authors Jehad Al-Jararha

Publication date 5 October 2021

Full work available at URL https://dergipark.org.tr/en/pub/hujms/issue/41011/495162

zbMATH Keywords

ridge regressionmulticollinearitymean squared errorcondition numbersquared bias

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• Choosing Ridge Parameter for Regression Problems
• Median regression for SUR models with the same explanatory variables in each equation
• Methods and Applications of Linear Models
• Modified ridge regression estimators
• On Some Ridge Regression Estimators: An Empirical Comparisons
• On the strong consistency of ridge estimates
• Performance of Some New Ridge Regression Estimators
• Performance of some weighted Liu estimators for logit regression model: an application to Swedish accident data
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Some Modifications for Choosing Ridge Parameters
• The quasi-stochastically constrained least squares method for ill linear regression
• VIF-based adaptive matrix perturbation method for heteroskedasticity-robust covariance estimators in the presence of multicollinearity

Cited in

(3)

• scientific article; zbMATH DE number 943729 (Why is no real title available?)
• Another look at ridge calibration
• Some Modifications for Choosing Ridge Parameters

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