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
Publisher:	Dortmund : Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Subject:	Ridge Regression \| Experimental Design \| Prediction model \| Generalized Cross Validation

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Series:	Technical Report ; 2004,11
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	824593782 [GVK] hdl:10419/49333 [Handle] RePEc:zbw:sfb475:200411 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010306248