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NOTES

The Minimum Mean Square Error Linear Estimator and Ridge Regression

Pages 127-128 | Published online: 09 Apr 2012

References

  • Gorman , J. W. and Toman , R. J. 1966 . Selection of Variables for Fitting Equations to Data . Technometrics , 8 : 27 – 51 .
  • Hoerl , A. E. and Kennard , R. W. 1970 . Ridge Regression: Biased Estimation for Nonorthogonal Problems . Technometrics , 12 : 55 – 67 .
  • Hoerl , A. E. and Kennard , R. W. 1970 . Ridge Regression: Applications to Nonorthogonal Problems . Technometrics , 12 : 69 – 82 .
  • Jeffers , J. N. R. 1967 . Two Case Studies in the Application of Principal Component Analysis . Applied Statistics , 16 : 225 – 236 .
  • Mallows , C. L. 1973 . Some Comments on Cp . Technometrics , 15 : 661 – 675 .
  • Theil , H. 1971 . Principles of Econometrics Amsterdam : North Holland Publishing Company. .

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