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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