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A Rational Interpretation of the Ridge Trace

 

作者: DianeI. Gibbons,   GaryC. McDonald,  

 

期刊: Technometrics  （Taylor Available online 1984）
卷期: Volume 26, issue 4  

页码: 339-346

 

ISSN:0040-1706

 

年代: 1984

 

DOI:10.1080/00401706.1984.10487986

 

出版商: Taylor & Francis Group

 

关键词: Bayes estimator;Constrained least squares;Subset regressions;Generalized variance;Ridge trace

 

数据来源: Taylor

 

摘要:

The ridge regression estimator may be written as a linear combination of the least squares estimators derived from all possible subset regressions. This article delineates the relationship between the ridge estimator and the subset regression estimators and highlights the implications of this relationship for ridge trace interpretation. Ridge-regression examples are provided, illustrating how the interpretation of a ridge trace is enhanced.

 

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