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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...
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| Publicado no: | Stat Sin |
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| Main Authors: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2015
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| Assuntos: | |
| Acesso em linha: | 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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