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Cited by 873

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

Hoerl, Arthur E., Kannard, Robert W., Baldwin, Kent F.·1975·Communications in Statistics

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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Metadata

Authors
Hoerl, A. E., Kannard, R. W., & Baldwin, K. F.
Venue
Communications in Statistics
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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CoChat. (2026). Citation check: Ridge regression:some simulations. https://app.cochat.ai/papers/10.1080/03610927508827232
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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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