Ridge and related estimation procedures: theory and practice
作者： J.F Lawless
DOI: 10.1080/03610927808827609
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摘要: For the classical linear regression problem, a number of estimators alternative to least squares have been proposed for situations in which multicollinearity is problem. There is, however, relatively little known about how these behave practice. This paper investigates mean square error properties biased estimators, and discusses some practical implications use such A conclusion that certain types ridge estimatorsappear good properties, this may be useful important
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