A computer intensive method for choosing the ridge parameter

In this paper we describe a computer intensive method to find the ridge parameter in a prediction oriented linear model. With the help of a factorial experimental design the method is tested and compared to a classical one.

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Year of publication:	2004
Authors:	Lübke, Karsten ; Czogiel, Irina ; Weihs, Claus
Institutions:	Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
Subject:	Ridge Regression \| Experimental Design \| Prediction model \| Generalized Cross Validation

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Extent:	application/pdf
Series:	Technical Reports.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 2004,11
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009295197