Application of New Ridge Regression Methods to a Study of Bell System Scale Economies
作者:
HrishikeshD. Vinod,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1976)
卷期:
Volume 71,
issue 356
页码: 835-841
ISSN:0162-1459
年代: 1976
DOI:10.1080/01621459.1976.10480955
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
We suggest a new horizontal scaling for the ridge trace, some new techniques for monitoring ridge solutions including an index of stability of relative magnitudes (ISRM) and numerical largeness of more significant (NLMS) regression coefficients. A method of curtailing the tending of ridge regression coefficients toward zero is also presented. Two examples illustrate these methods and estimate Bell System's scale economies to be large.
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