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Tests of regression coefficients under ridge regression models

✍ Scribed by Halawa, A.M.; El Bassiouni, M.Y.


Book ID
121738800
Publisher
Taylor and Francis Group
Year
2000
Tongue
English
Weight
642 KB
Volume
65
Category
Article
ISSN
0094-9655

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## Abstract Ridge regression is a parameter estimation method used to address the collinearity problem frequently arising in multiple linear regressions. The methodology defines a class of estimators indexed by a non‐negative scalar parameter, __k__. When utilizing ridge regression, the analyst eve