A computer intensive method for choosing the ridge parameter

Karsten Lübke; Irina Czogiel; Claus Weihs

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.

Year of publication:	2004
Authors:	Lübke, Karsten ; Czogiel, Irina ; Weihs, Claus
Publisher:	Dortmund : Univ., SFB 475
Subject:	Ridge Regression \| Experimental Design \| Prediction model \| Generalized Cross Validation \| Prognoseverfahren \| Forecasting model \| Schätztheorie \| Estimation theory \| Regressionsanalyse \| Regression analysis \| Experiment

freely available

Full text |

More access options

Check Google Scholar

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10010516928

A service of the