Tracking MSE efficiencies in ridge regression

MaRDI QIDQ3010729zbMATH OpenFDO

Authors Donald E. Ramirez, Donald R. Jensen

Publication date 27 June 2011

zbMATH Keywords

ill-conditioned systemsleast squaresOLS

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Diagnostics, and linear inference and regression (62J20)

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Cited in

(9)

• Concentration reversals in ridge regression
• Sensitivity of ridge-type estimation methods to condition number
• Variations on ridge traces in regression
• Anomalies in the Foundations of Ridge Regression
• On mitigating collinearity through mixtures
• Mitigating collinearity in linear regression models using ridge, surrogate and raised estimators
• Designs enhancing Fisher information
• Collinearity: revisiting the variance inflation factor in ridge regression
• Surrogate models in ill-conditioned systems

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