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The American Statistician Volume 41, 1987 - Issue 4
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Teacher's Corner

A Ridge-Regression Sidelight

Norman R. Draper Department of Statistics, University of Wisconsin, Madison, Wisconsin, 53706, USA
&
Agnes M. Herzberg Department of Mathematics, Imperial College of Science and Technology, London, SW7 2BZ, England
Pages 282-283 | Received 01 Nov 1986, Published online: 27 Feb 2012

References

  • Draper , N. R. and Smith , H. 1981 . Applied Regression Analysis, , 2nd ed. , New York : John Wiley .
  • Hoerl , A. E. and Kennard , R. W. 1970a . “Ridge Regression: Biased Estimation for Non-orthogonal Problems” . Technometrics , 12 : 55 – 67 .
  • Hoerl , A. E. and Kennard , R. W. 1970b . “Ridge Regression: Applications to Non-orthogonal Problems” . Technometrics , 12 : 69 – 82 . Correction, 12, 723

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