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A Small-Sample Choice of the Tuning Parameter in Ridge Regression

We propose new approaches for choosing the shrinkage parameter in ridge regression, a penalized likelihood method for regularizing linear regression coefficients, when the number of observations is small relative to the number of parameters. Existing methods may lead to extreme choices of this param...

Disgrifiad llawn

Wedi'i Gadw mewn:
Manylion Llyfryddiaeth
Cyhoeddwyd yn:Stat Sin
Prif Awduron: Boonstra, Philip S., Mukherjee, Bhramar, Taylor, Jeremy M. G.
Fformat: Artigo
Iaith:Inglês
Cyhoeddwyd: 2015
Pynciau:
Mynediad Ar-lein:https://ncbi.nlm.nih.gov/pmc/articles/PMC4790465/
https://ncbi.nlm.nih.gov/pubmed/26985140
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.5705/ss.2013.284
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