The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
- 1 February 1974
- journal article
- research article
- Published by JSTOR in Technometrics
- Vol. 16 (1) , 125
- https://doi.org/10.2307/1267500
Abstract
We show that data augmentation provides a rather general formulation for the study of biased prediction techniques using multiple linear regression. Variable selection is a limiting case, and Ridge regression is a special case of data augmentation. We propose a way to obtain predictors given a credible criterion of good prediction.Keywords
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