کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1138255 1489215 2006 15 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Two-parameter ridge regression and its convergence to the eventual pairwise model
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی کنترل و سیستم های مهندسی
پیش نمایش صفحه اول مقاله
Two-parameter ridge regression and its convergence to the eventual pairwise model
چکیده انگلیسی

A generalization of the one-parameter ridge regression to a two-parameter model and its asymptotic behavior, which has various better fitting characteristics, is considered. For the two-parameter model, the coefficients of regression, their tt-statistics and net effects, the residual variance and coefficient of multiple determination, the characteristics of bias, efficiency, and generalized cross-validation are very stable and as the ridge parameter increases they eventually reach asymptotic levels. In particular, the beta coefficients of multiple two-parameter ridge regression models converge to a solution proportional to the coefficients of paired regressions. The suggested technique produces robust regression models not prone to multicollinearity, with interpretable coefficients and other characteristics convenient for analysis of the models.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Mathematical and Computer Modelling - Volume 44, Issues 3–4, August 2006, Pages 304–318
نویسندگان
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