Selection of the ridge parameter using mathematical programming

DOI10.1080/03610918.2012.659821MaRDI QIDQ4929174zbMATH OpenOpenAlexFDO

Authors Ramadan M. Hamed, Ali El Hefnawy, Aya Farag

Publication date 13 June 2013

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

Full work available at URL https://doi.org/10.1080/03610918.2012.659821

zbMATH Keywords

mean squared errornonlinear programming modelnumerical exampleridge regression

Mathematics Subject Classification ID

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

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Cites work

• A simulation study of ridge and other regression estimators
• Choosing Ridge Parameter for Regression Problems
• scientific article; zbMATH DE number 3874435 (Why is no real title available?)
• On Some Ridge Regression Estimators: An Empirical Comparisons
• Performance of Some New Ridge Regression Estimators
• Regression Analysis by Example
• Ridge regression:some simulations
• Some Modifications for Choosing Ridge Parameters

Cited in

(11)

• Iterative restricted OK estimator in generalized linear models and the selection of tuning parameters via MSE and genetic algorithm
• Mathematical programming model for selecting generalized ridge regression parameter
• Defining a two-parameter estimator: a mathematical programming evidence
• Some Modifications for Choosing Ridge Parameters
• Efficient choice of biasing constant for ridge regression
• scientific article; zbMATH DE number 943729 (Why is no real title available?)
• Comparing ordinary ridge and generalized ridge regression results obtained using genetic algorithms for ridge parameter selection
• Shrinkage parameter selection via modified cross-validation approach for ridge regression model
• A combined nonlinear programming model and Kibria method for choosing ridge parameter regression
• Bootstrap selection of ridge regularization parameter: a comparative study via a simulation study
• Performance analysis of shrinkage estimators in Conway-Maxwell-Poisson regression model

Describes a project that uses

Uses Software

• SAS/IML
• SAS

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