Comment

References

• Bingham , Christopher and Larntz , Kinley . 1977 . “Comment,” . Journal of the American Statistical Association , 72 : 97 – 102 .
   Web of Science ®Google Scholar
• Brown , William G. and Beattie , Bruce R. 1975 . “Improving Estimates of Economic Parameters by Use of Ridge Regression With Production Function Applications,” . American Journal of Agricultural Economics , 57 : 21 – 32 .
   Web of Science ®Google Scholar
• Coniffe , D. and Stone , Joan . 1973 . “A Critical View of Ridge Regression,” . The Statistician , 22 : 181 – 187 .
   Google Scholar
• Dempster , A. P. , Schatzoff , Martin and Wermuth , Nanny . 1977 . “A Simulation Study of Alternatives to Ordinary Least Squares,” . Journal of the American Statistical Association , 72 : 77 – 106 . with discussion
   Web of Science ®Google Scholar
• Draper , Norman R. and Van Nostrand , Craig R. 1978 . “Ridge Regression–Is It Worthwhile?” University of Wisconsin Statistics Dept. Technical Report No. 501
   Google Scholar
• Draper , Norman R. and Van Nostrand , Craig R. 1979 . “Ridge Regression and James-Stein Estimation: Review and Comments,” . Technometrics , 21 : 451 – 466 .
   Web of Science ®Google Scholar
• Gibbons , Diane Galarneau . 1978 . “A Simulation Study of Some Ridge Estimators,” General Motors Research Laboratories Research Publication GMR–2659 rev.
   Google Scholar
• Gunst , Richard F. and Mason , Robert L. 1977 . “Biased Estimation in Regression: An Evaluation Using Mean Squared Error,” . Journal of the American Statistical Association , 72 : 616 – 628 .
   Web of Science ®Google Scholar
• Hemmerle , W. J. and Brantle , T. F. 1978 . “Explicit and Constrained Generalized Ridge Estimation,” . Technometrics , 20 : 109 – 120 .
   Web of Science ®Google Scholar
• Hoerl , Arthur E. 1962 . “Application of Ridge Analysis to Regression Problems,” . Chemical Engineering Progress , 60 : 54 – 59 .
   Google Scholar
• Hoerl , Arthur E. and Kennard , Robert W. 1976 . “Ridge Regression: Iterative Estimation of the Biasing Parameter,” . Communications in Statistics , A5 : 77 – 88 .
   Google Scholar
• Hoerl , Arthur E. , Kennard , Robert W. and Baldwin , Kent F. 1975 . “Ridge Regression: Some Simulations,” . Communications in Statistics , 4 : 105 – 123 .
   Google Scholar
• Lawless , J. F. 1978 . “Ridge and Related Estimation Procedures: Theory and Practice,” . Communications in Statistics , A7 : 139 – 164 .
   Google Scholar
• Lawless , J. F. and Wang , P. 1976 . “A Simulation Study of Ridge and Other Regression Estimators,” . Communications in Statistics , A5 : 307 – 323 .
   Google Scholar
• Levenberg , Kenneth . 1944 . “A Method for the Solution of Certain Non-linear Problems in Least Squares,” . Quarterly of Applied Mathematics , 2 : 164 – 168 .
   Google Scholar
• Mallows , Colin L. 1973 . “Some Comments on Cp,” . Technometrics , 15 : 661 – 675 .
   Web of Science ®Google Scholar
• Marquardt , Donald W. and Snee , R. D. 1975 . “Ridge Regression in Practice,” . The American Statistician , 29 : 3 – 20 .
   Web of Science ®Google Scholar
• McDonald , Gary C. and Galarneau , Diane I. 1975 . “A Monte Carlo Evaluation of Some Ridge Type Estimators,” . Journal of the American Statistical Association , 70 : 407 – 416 .
   Web of Science ®Google Scholar
• Newhouse , Joseph P. and Oman , Samuel D. 1971 . “An Evaluation of Ridge Estimators,” , Rand Corp. . R–716–PR
   Google Scholar
• Riley , James . 1955 . “Solving Systems of Linear Equations With a Positive Definite, Symmetric But Possibly Ill-Conditioned Matrix,” . Mathematical Tables and Other Aides to Computation , 9 : 96 – 101 .
   Google Scholar
• Thisted , Ronald A. 1976 . “Ridge Regression, Minimax Estimation, and Empirical Bayes Methods,” Stanford University Div. of Biostatistics Technical Report No. 28
   Google Scholar
• Van Nostrand , Craig R. 1977 . “Some Distributional Properties and Comparisons of Shrinkage Estimators,” , PhD thesis University of Wisconsin–Madison, Dept. of Statistics .
   Google Scholar
• Vinod , H. D. 1976 . “Simulation and Extension of a Minimum Mean Squared Error Estimator in Comparison With Stein's,” . Technometrics , 18 : 491 – 496 .
   Web of Science ®Google Scholar
• Wahba , Grace . 1977 . “A Survey of Some Smoothing Problems and the Method of Generalized Cross-Validation for Solving Them,” . In Applications of Statistics , Edited by: Krishnaiah , R. Paruchuri . 507 – 523 . New York : North-Holland Publishing Co. .
   Google Scholar
• Wichern , Dean W. and Churchill , Gilbert A. 1978 . “A Comparison of Ridge Estimators,” . Technometrics , 20 : 301 – 311 .
   Web of Science ®Google Scholar