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Technometrics Volume 23, 1981 - Issue 2
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Original Articles

Some Criticisms of Stochastic Shrinkage and Ridge Regression, With Counterexamples

M. F. Egerton Department of Mathematics, University of Manchester Institute of Science and Technology, Manchester, M60 1QD, England
&
P. J. Laycock Department of Mathematics, University of Manchester Institute of Science and Technology, Manchester, M60 1QD, England
Pages 155-159 | Published online: 23 Mar 2012

Citations (11)

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Read on this site (4)

Eugene Kennedy. (1988) Biased Estimators in Explanatory Research. The Journal of Experimental Education 56:3, pages 135-141.
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John D. Morris & Carl J. Huberty. (1987) Selecting a Two-Group Classification Weighting Algorithm. Multivariate Behavioral Research 22:2, pages 211-232.
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George Casella. (1985) Condition Numbers and Minimax Ridge Regression Estimators. Journal of the American Statistical Association 80:391, pages 753-758.
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J.B. Copas. (1983) The Editor: Technometrics . Technometrics 25:3, pages 303-304.
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Articles from other publishers (7)

Steven Riley & J. J McDowell. (2019) The WIG (weighted individual and group) shrinkage estimator. Journal of the Experimental Analysis of Behavior 111:2, pages 166-182.
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THOMAS P. RYAN. 2008. Modern Regression Methods. Modern Regression Methods 466 487 .
Norman R. Draper & Harry Smith. 1998. Applied Regression Analysis. Applied Regression Analysis 593 603 .
John D. Morris. (2016) Selecting a Predictor Weighting Method by Press. Educational and Psychological Measurement 46:4, pages 853-869.
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John D. Morris. (2016) Calculating a Stepwise Ridge Regression. Educational and Psychological Measurement 46:1, pages 151-155.
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D.J. Thomson. (1982) Spectrum estimation and harmonic analysis. Proceedings of the IEEE 70:9, pages 1055-1096.
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Gary C. McDonald. 1982. Statistical Decision Theory and Related Topics III. Statistical Decision Theory and Related Topics III 183 191 .

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