A computer intensive method for choosing the ridge parameter

Karsten Lübke, Irina Czogiel and Claus Weihs

No 2004,11, Technical Reports from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen

Abstract: 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.

Keywords: Ridge Regression; Experimental Design; Prediction model; Generalized Cross Validation (search for similar items in EconPapers)
Date: 2004
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Persistent link: https://EconPapers.repec.org/RePEc:zbw:sfb475:200411

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