Generalized ridge regression: a note on negative ridge parameters

Tsushung A. Hua; Richard F. Gunst

doi:10.1080/03610928308828440

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Generalized ridge regression: a note on negative ridge parameters

Tsushung A. Hua Richard F. Gunst

Year: 1983 Journal: Communication in Statistics- Theory and Methods Vol: 12 (1)Pages: 37-45 Publisher: Taylor & Francis

DOI: 10.1080/03610928308828440

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Abstract

Generalized ridge regression is extended to include negative values of the ridge parameter. In doing so, classes of biased estimators and estimators obtained by variable selection proce¬dures can be formulated as ridge estimators having stochastic, possibly negative, ridge parameter values.

Keywords:

Ridge Estimator Regression Mathematics Statistics Regression analysis Geology Paleontology

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Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Advanced Statistical Process Monitoring

Social Sciences → Decision Sciences → Statistics, Probability and Uncertainty

Generalized ridge regression: a note on negative ridge parameters

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