The DOI matches its Crossref record; 7 of the 7 references it cites were found in a registry or an index.
Ridge regression:some simulations
Abstract
An algorithm is given for selacting the biasing paramatar, k, in RIDGE regrassion. By means of simulaction it is shown that the algorithm has the following properties: (i) it produces an aberaged squared error for the regrassion coafficiants that is les than least squares, (ii) the distribuction of squared arrots for the regression coafficiants has a smallar variance than does that for last squares, and (iii) regradless of he signal-to-noiss retio the probability that RIDGE producas a smaller squared error than least squares is greatar than 0.50.
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Citations
Cites
Ridge Regression: Applications to Nonorthogonal Problems
Hoerl, A. E., & Kennard, R. W. (1970) · Technometrics · doi:10.1080/00401706.1970.10488635 · Cited by 2,956
Self-citationRidge Regression: Biased Estimation for Nonorthogonal Problems
Hoerl, A. E., & Kennard, R. W. (1970) · Technometrics · doi:10.2307/1267351 · Cited by 1,955
Self-citationStatistical Theory with Engineering Applications
Hald, A., & Friedman, B. (1953) · Physics Today · doi:10.1063/1.3061079 · Cited by 1,529
Mitchell, T. J., Daniel, C., Wood, F. S., & Gorman, J. W. (1973) · Biometrics · doi:10.2307/2529185 · Cited by 866
Ridge Regression: Biased Estimation for Nonorthogonal Problems
Hoerl, A. E., & Kennard, R. W. (2000) · Technometrics · doi:10.1080/00401706.2000.10485983 · Cited by 808
Self-citationSnee, R. D. (1972) · Technometrics · doi:10.1080/00401706.1972.10488933 · Cited by 363
Selection of Variables for Fitting Equations to Data
Gorman, J. W., & Toman, R. J. (1966) · Technometrics · doi:10.1080/00401706.1966.10490322 · Cited by 284
Cited by
Inference with normal-gamma prior distributions in regression problems
Brown, P. J., & Griffin, J. E. (2010) · Bayesian Analysis · doi:10.1214/10-ba507 · Cited by 462
Accommodating Linkage Disequilibrium in Genetic-Association Analyses via Ridge Regression
Malo, N., Libiger, O., & Schork, N. J. (2008) · The American Journal of Human Genetics · doi:10.1016/j.ajhg.2007.10.012 · Cited by 133
Metadata
- Authors
- Hoerl, A. E., Kannard, R. W., & Baldwin, K. F.
- Venue
- Communications in Statistics
- Publisher
- Informa UK Limited
- Published
- 1975-01
- Volume
- 4
- Issue
- 2
- Pages
- 105-123
- ISSN
- 0090-3272 (ISSN-L)
- OpenAlex
- W2066796151
- Cited by
- 873
- References
- 7
- FWCI
- 17.09
- Type
- journal article
- Language
- en
- Open access
- closed
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- Hoerl, A. E., Kannard, R. W., & Baldwin, K. F. (1975). Ridge regression:some simulations. Communications in Statistics. https://doi.org/10.1080/03610927508827232
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
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