A CRITIQUE OF SOME RIDGE-REGRESSION METHODS

被引：121

作者：

SMITH, G ^{[1
]}

CAMPBELL, F ^{[1
]}

机构：

[1] TRAVELERS INSURANCE CO,DIV CORP RES,HARTFORD,CT 06115

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1980年 / 75卷 / 369期

关键词：

D O I：

10.2307/2287386

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：74 / 81

页数：8

共 15 条

[1] ON LEAST-SQUARES WITH INSUFFICIENT OBSERVATIONS [J].

CHIPMAN, JS .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1964, 59 (308) :1078-&

[2]

DICKEY JM, 1974, STUDIES BAYESIAN ECO

[3] MULTICOLLINEARITY IN REGRESSION ANALYSIS - PROBLEM REVISITED [J].

FARRAR, DE ;

GLAUBER, RR .

REVIEW OF ECONOMICS AND STATISTICS, 1967, 49 (01) :92-107

[4] RIDGE REGRESSION - APPLICATIONS TO NONORTHOGONAL PROBLEMS [J].

HOERL, AE ;

KENNARD, RW .

TECHNOMETRICS, 1970, 12 (01) :69-&

[5] RIDGE REGRESSION - BIASED ESTIMATION FOR NONORTHOGONAL PROBLEMS [J].

HOERL, AE ;

KENNARD, RW .

TECHNOMETRICS, 1970, 12 (01) :55-&

[6] THE RELATIONS OF THE NEWER MULTIVARIATE STATISTICAL-METHODS TO FACTOR-ANALYSIS [J].

HOTELLING, H .

BRITISH JOURNAL OF STATISTICAL PSYCHOLOGY, 1957, 10 (02) :69-79

[7] MULTICOLLINEARITY - BAYESIAN INTERPRETATION [J].

LEAMER, EE .

REVIEW OF ECONOMICS AND STATISTICS, 1973, 55 (03) :371-380

[8] GENERALIZED INVERSES, RIDGE REGRESSION, BIASED LINEAR ESTIMATION, AND NONLINEAR ESTIMATION [J].

MARQUARDT, DW .

TECHNOMETRICS, 1970, 12 (03) :591-+

[9] RIDGE REGRESSION IN PRACTICE [J].

MARQUARDT, DW ;

SNEE, RD .

AMERICAN STATISTICIAN, 1975, 29 (01) :3-20

[10] PRINCIPAL COMPONENTS REGRESSION IN EXPLORATORY STATISTICAL RESEARCH [J].

MASSY, WF .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1965, 60 (309) :234-256

← 1 2 →