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Applied Economics Letters Volume 14, 2007 - Issue 7
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Original Articles

An iterative method for flattering the ridge in the Ridge regression

Miyoung Lee Department of MIS, School of Business, Konkuk University, Seoul, Korea E-mail: [email protected]
Pages 529-531 | Published online: 18 Jun 2007

References

  • Golub , GH and Van Loan , CF . 1989 . Matrix Computations , 2nd , Baltimore and London : The Johns Hopkins University Press .
  • Hoerl , AE . 1964 . Ridge analysis . Chemical engineering progress symposium series , 60 : 67 – 77 .
  • Hoerl , AE and Kennard , RW . 1968 . On regression analysis and biased estimation . Technometrics , 10 : 422 – 3 .
  • Hoerl , AE and Kennard , RW . 1970 . Ridge Regression: Based Estimation for Nonorthogonal Problems . Technometrics , 12 : 55 – 67 .
  • James , W and Stein , CM . 1961 . Estimation with quadratic loss . Proc. 4th Berkeley Symposium , 1 : 361 – 79 .
  • Riley , JD . 1955 . Solving systems of linear equations with a positive definite. Sysmetric, but possibly ill-conditioned matrix . Mathematics of Computation , 9 : 96 – 101 .
  • Strang , G . 1988 . Linear Algebra and its Application , 3rd , Inc : Harcourt Brace Jovanovich .
  • Seo , HS . 1999 . A dynamic plot for the specification of curvature in linear regression . Computational Statistics and Data Analysis , 30 : 221 – 8 .

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