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Technometrics Volume 20, 1978 - Issue 3
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Original Articles

A Comparison of Ridge Estimators

Dean W. Wichern Graduate School of Business, University of Wisconsin—Madison, Madison, WI, 53706
&
Gilbert A. Churchill Graduate School of Business, University of Wisconsin—Madison, Madison, WI, 53706
Pages 301-311 | Published online: 09 Apr 2012

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  • 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 .
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  • Lowerre , J. M. 1974 . On the mean square error of parameter estimates for some biased estimators . Technometrics , 16 : 461 – 464 .
  • Marquardt , D. W. 1970 . Generalized inverses, ridge regression, biased linear estimation and nonlinear estimation . Technometrics , 12 : 591 – 612 .
  • Marquardt , D. W. and Snee , R. D. 1975 . Ridge regression in practice . Amer. Statist. , 29 : 3 – 20 .
  • McDonald , G. C. and Galarneau , D. I. 1975 . A Monte Carlo evaluation of some ridge-type estimators . J. Amer. Statist. Assoc. , 70 : 407 – 416 .
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  • Vinod , H. D. 1976 . Application of ridge regression methods to a study of Bell System scale economies . J. Amer. Statist. Assoc. , 71 : 835 – 841 .

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