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A Comment on Ridge Regression. Biased Estimation for Non-Orthogonal Problems

 

作者: K.S. Banerjee,   R.N. Carr,  

 

期刊: Technometrics  (Taylor Available online 1971)
卷期: Volume 13, issue 4  

页码: 895-898

 

ISSN:0040-1706

 

年代: 1971

 

DOI:10.1080/00401706.1971.10488862

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

In a recent issue ofTechnometrics, Hoer1 and Kennard [l] presented a comprehensive discussion of the problem of biased estimation in multiple regression that fits into the general linear hypothesis model of full rank. An alternative characterization of the form of the biased estimator has been presented in this note, and an “existence theorem” proven indicating that there exists aksuch that the biased estimation based on the proposed characterization would still lead to increased accuracy.

 

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