Ridge regression iterative estimation of the biasing parameter
- 1 January 1976
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 5 (1) , 77-88
- https://doi.org/10.1080/03610927608827333
Abstract
An iterative method is given for selecting the biasing parameter, k, in RIDGE regression. The method produces a distribution of squared errors for the regression coefficients that has a smaller mean and a smaller variance than least squares or the single iteration estimate .Keywords
This publication has 2 references indexed in Scilit:
- Ridge regression:some simulationsCommunications in Statistics, 1975
- Ridge Regression: Biased Estimation for Nonorthogonal ProblemsTechnometrics, 1970