Ridge Regression – A Simulation Study

DOI10.1080/03610910600716811zbMath1093.62070OpenAlexW2015145027MaRDI QIDQ5481738

C. G. Troskie, Allan E. Clark

Publication date: 10 August 2006

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

Full work available at URL: https://doi.org/10.1080/03610910600716811

zbMATH Keywords

tablesridge regressioninformation criterioncollinearitymultiple regression modelridge constant

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Monte Carlo methods (65C05)

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Cites Work

• Informational complexity criteria for regression models.
• Ridge regression:some simulations
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A simulation study of ridge and other regression estimators
• A Class of Biased Estimators in Linear Regression
• Performance of Some New Ridge Regression Estimators
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation