New approaches for choosing the ridge parameters

zbMATH Open1470.62110MaRDI QIDQ5154658FDOQ5154658

Authors: Jehad Al-Jararha 

Publication date: 5 October 2021

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

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zbMATH Keywords

ridge regressionmulticollinearitymean squared errorcondition numbersquared bias

Mathematics Subject Classification ID

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

Cites Work

• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Performance of Some New Ridge Regression Estimators
• Methods and Applications of Linear Models
• On Some Ridge Regression Estimators: An Empirical Comparisons
• Some Modifications for Choosing Ridge Parameters
• Choosing Ridge Parameter for Regression Problems
• Modified ridge regression estimators
• On the Strong Consistency of Ridge Estimates
• The quasi-stochastically constrained least squares method for ill linear regression
• Median regression for SUR models with the same explanatory variables in each equation
• Performance of Some Weighted Liu Estimators for Logit Regression Model: An Application to Swedish Accident Data
• VIF-based adaptive matrix perturbation method for heteroskedasticity-robust covariance estimators in the presence of multicollinearity

Cited In (3)

• Another look at ridge calibration
• Title not available (Why is that?)
• Some Modifications for Choosing Ridge Parameters

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