Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
作者： Donald W. Marquaridt
DOI: 10.1080/00401706.1970.10488699
关键词: Regression 、 Mathematics 、 Nonlinear system 、 Class (set theory) 、 Perspective (geometry) 、 Ridge (differential geometry) 、 Generalized inverse 、 Applied mathematics 、 Estimator 、 Estimation 、 Mathematical optimization
摘要: … Thus, we define a scaled matrix A*, and a scaled vector g* … example, the variance inflation factors are both 25.25, but in problems larger than 2 X 2, the variance inflation factors are not …
jstor.org
sci-hub.se 参考文章(20)
H. O. Hartley, The Modified Gauss-Newton Method for the Fitting of Non-Linear Regression Functions by Least Squares Technometrics. ,vol. 3, pp. 269- 280 ,(1961) , 10.1080/00401706.1961.10489945
John S. Chipman, On Least Squares with Insufficient Observations Journal of the American Statistical Association. ,vol. 59, pp. 1078- 1111 ,(1964) , 10.1080/01621459.1964.10480751
T. N. E. Greville, The Pseudoinverse of a Rectangular or Singular Matrix and Its Application to the Solution of Systems of Linear Equations Siam Review. ,vol. 1, pp. 38- 43 ,(1959) , 10.1137/1001003
T. N. E. Greville, Some Applications of the Pseudoinverse of a Matrix SIAM Review. ,vol. 2, pp. 15- 22 ,(1960) , 10.1137/1002004
G. Golub, W. Kahan, Calculating the Singular Values and Pseudo-Inverse of a Matrix Journal of The Society for Industrial and Applied Mathematics, Series B: Numerical Analysis. ,vol. 2, pp. 205- 224 ,(1965) , 10.1137/0702016
Arthur E. Hoerl, Robert W. Kennard, Ridge Regression: Applications to Nonorthogonal Problems Technometrics. ,vol. 12, pp. 69- 82 ,(1970) , 10.1080/00401706.1970.10488635
G. Golub, Numerical methods for solving linear least squares problems Numerische Mathematik. ,vol. 7, pp. 206- 216 ,(1965) , 10.1007/BF01436075
Charles M. Price, The Matrix Pseudoinverse and Minimal Variance Estimates Siam Review. ,vol. 6, pp. 115- 120 ,(1963) , 10.1137/1006029
D.W. Marquardt, R.G. Bennett, E.J. Burrell, Least squares analysis of electron paramagnetic resonance spectra Journal of Molecular Spectroscopy. ,vol. 7, pp. 269- 279 ,(1961) , 10.1016/0022-2852(61)90360-5
Arthur E. Hoerl, Robert W. Kennard, Ridge regression: biased estimation for nonorthogonal problems Technometrics. ,vol. 42, pp. 80- 86 ,(2000) , 10.2307/1271436