Variable selection in linear regression based on ridge estimator

DOI10.1080/00949650903012413MaRDI QIDQ3070604zbMATH OpenOpenAlexFDO

Authors A. V. Dorugade, Dattatraya N. Kashid

Publication date 3 February 2011

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949650903012413

zbMATH Keywords

linear regressionmulticollinearityridge estimatorsubset selection

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Recommendations

• Subset selection in multiple linear regression in the presence of outlier and multicollinearity
• Choosing Ridge Parameter for Regression Problems
• Subset selection using the total least squares approach in collinearity problems with errors in the variables
• A MORE GENERAL CRITERION FOR SUBSET SELECTION IN MULTIPLE LINEAR REGRESSION
• A comparison of some new and old robust ridge regression estimators

Cites work

• Generalized ridge regression and a generalization of theC_Pstatistic
• scientific article; zbMATH DE number 46873 (Why is no real title available?)
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge regression:some simulations
• Some Comments on C P

Cited in

(9)

• Subset selection in multiple linear regression in the presence of outlier and multicollinearity
• Multiple choice from competing regression models under multicollinearity based on standardized update
• Subset selection using the total least squares approach in collinearity problems with errors in the variables
• scientific article; zbMATH DE number 724002 (Why is no real title available?)
• On the RODEO Method for Variable Selection
• Variable selection under multicollinearity using modified log penalty
• Partial ridge regression under multicollinearity
• Outlier robust model averaging based on \(_{}\) criterion
• A note on collinearity, bootstrapping, and cross-validation

This page was built for publication: Variable selection in linear regression based on ridge estimator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3070604)