Ridge Regression in Prediction Problems: Automatic Choice of the Ridge Parameter
نویسندگان
چکیده
منابع مشابه
Ridge regression in prediction problems: automatic choice of the ridge parameter Supporting Information
Table 1: Four simulation scenarios used in the evaluation of the bias-variance decomposition. The simulation scenarios are taken from Zou & Hastie (2005). scenario n p β Structure of X (1) 100 8 (3, 1.5, 0, 0, 2, 0, 0, 0) corr (i, j) = 0.5|i−j| (2) 100 8 0.85 for all j corr (i, j) = 0.5|i−j| (3) 50 40 βj = { 0 j = (1, . . . , 10, 21, . . . , 30) 1 j = (11, . . . , 20, 31, . . . , 40) corr (i, j...
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ژورنال
عنوان ژورنال: Genetic Epidemiology
سال: 2013
ISSN: 0741-0395,1098-2272
DOI: 10.1002/gepi.21750