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A simulation study of the stochastic ridge k

 

作者: Maurry Tamarkin,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1982）
卷期: Volume 11, issue 2  

页码: 159-173

 

ISSN:0361-0918

 

年代: 1982

 

DOI:10.1080/03610918208812252

 

出版商: Marcel Dekker, Inc.

 

关键词: generalized ridge parameter;linear regression;Zminimum mean square error

 

数据来源: Taylor

 

摘要:

A simulation of regressions is used to generate estimates by iteration of the generalized ridge parameter.The simulation results indicate that generalized ridge parameters estimated by iteration from near collinear data may be quite different from unknown optimal values.

 

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