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Technometrics Volume 21, 1979 - Issue 4
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Original Articles

Ridge Regression and James-Stein Estimation: Review and Comments

Norman R. Draper Department of Statistics, University of Wisconsin, Madison, WI, 53706
&
R. Craig Van Nostrand Department of Statistics, Iowa State University, Ames, IA, 50010
Pages 451-466 | Published online: 09 Apr 2012
 
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Abstract

The literature of ridge regression and James-Stein estimation is broadly reviewed, and critical comments are interpolated on a number of papers. The authors also express their viewpoints on ridge regression and their antipathy to its mechanical use.

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