Anomalies in the Foundations of Ridge Regression
نویسندگان
چکیده
منابع مشابه
ar X iv : m at h / 07 03 55 1 v 1 [ m at h . ST ] 1 9 M ar 2 00 7 ANOMALIES IN THE FOUNDATIONS OF RIDGE REGRESSION
Anomalies persist in the foundations of ridge regression as set forth in Hoerl and Kennard (1970) and subsequently. Conventional ridge estimators and their properties do not follow on constraining lengths of solution vectors using LaGrange’s method, as claimed. Estimators so constrained have singular distributions; the proposed solutions are not necessarily minimizing; and heretofore undiscover...
متن کاملar X iv : m at h . ST / 0 70 35 51 v 1 19 M ar 2 00 7 ANOMALIES IN THE FOUNDATIONS OF RIDGE REGRESSION
Anomalies persist in the foundations of ridge regression as set forth in Hoerl and Kennard (1970) and subsequently. Conventional ridge estimators and their properties do not follow on constraining lengths of solution vectors using LaGrange’s method, as claimed. Estimators so constrained have singular distributions; the proposed solutions are not necessarily minimizing; and heretofore undiscover...
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تاریخ انتشار 2013