A note on collinearity, bootstrapping, and cross-validation
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Publication:900042
DOI10.1016/0165-1765(87)90088-7zbMath1328.65026OpenAlexW2049162494MaRDI QIDQ900042
Sangit Chatterjee, Nancy Jo Delaney
Publication date: 1 January 2016
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(87)90088-7
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Cites Work
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- Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
- Ridge regression:some simulations
- A Comparison of Ridge Estimators
- The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Mean Square Error of Prediction as a Criterion for Selecting Variables
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