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Communications in Statistics - Simulation and Computation Volume 11, 1982 - Issue 2
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Original Articles

A simulation study of the stochastic ridge k

Maurry Tamarkin Clark University, Worcester, Massachusetts, 01610
Pages 159-173 | Received 01 Dec 1979, Published online: 27 Jun 2007
 
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Abstract

A simulation of regressions is used to generate estimates by iteration of the generalized ridge parameter.The simulation results indicate that generalized ridge parameters estimated by iteration from near collinear data may be quite different from unknown optimal values.

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