The Generalized Ridge Trace Plot: Visualizing Bias and Precision
نویسندگان
چکیده
منابع مشابه
The Generalized Ridge Trace Plot: Visualizing Bias and Precision
In ridge regression and related shrinkage methods, the ridge trace plot, a plot of estimated coefficients against a shrinkage parameter, is a common graphical adjunct to help determine a favorable trade-off of bias against precision (inverse variance) of the estimates. However, standard unidimensional versions of this plot are ill-suited for this purpose because they show only bias directly and...
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ژورنال
عنوان ژورنال: Journal of Computational and Graphical Statistics
سال: 2012
ISSN: 1061-8600,1537-2715
DOI: 10.1080/10618600.2012.681237