An Evaluation Of Ridge Regression

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An Evaluation of Ridge Regression

Author : James R. Makin
Publisher :
ISBN 13 :
Total Pages : 105 pages
Book Rating : 4.:/5 (227 download)

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Book Synopsis An Evaluation of Ridge Regression by : James R. Makin

Download or read book An Evaluation of Ridge Regression written by James R. Makin and published by . This book was released on 1981 with total page 105 pages. Available in PDF, EPUB and Kindle. Book excerpt: The technique of linear regression has been applied as a tool for predicting the cost of an item based on its most important characteristics. Often these characteristics (variables) tend to be highly intercorrelated (the data are said to exhibit multicollinearity) causing least squares estimates of the regression coefficients to be unstable and possibly leading to erroneous predictions. Ridge regression, a possible remedy for the problems caused by multicollinearity proposed by Hoerl and Kennard, is a biased estimation technique which reduces the variance of estimators and provides more precision (as measured by mean square error of the coefficients) than ordinary least squares (OLS) estimators. A comparison was made between these techniques to determine when ridge regression provides better cost equation coefficient estimates than OLS as a function of the degree of multicollinearity in the data, the number of predictor variables in the model, the degree of model fit (R2), and the amount of bias (k) of the estimate. A regression analysis of both sets showed that the degree of multicollinearity and amount of bias interact in explaining the major part of the improvement (degradation) in the mean square coefficient error.

An Evaluation of Ridge Estimators

Author : Joseph P. Newhouse
Publisher :
ISBN 13 :
Total Pages : 28 pages
Book Rating : 4.:/5 (23 download)

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Book Synopsis An Evaluation of Ridge Estimators by : Joseph P. Newhouse

Download or read book An Evaluation of Ridge Estimators written by Joseph P. Newhouse and published by . This book was released on 1971 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt: The report explores the statistical properties of a class of estimators, known as either ridge analysis or ridge regression, proposed as an alternative to ordinary least squares (OLS) regression in analyzing sample data that are collinear. Using Monte Carlo techniques, various ridge estimation procedures were evaluated. All the ridge estimators did worse than OLS for at least some choices of the true regression coefficient in the models considered. It thus appears that the ridge estimators proposed to date are not a viable alternative to OLS. However, the results show that it might be possible to define a ridge estimator that would be better than OLS. Until the properties of such an estimator are rigorously derived, the authors caution against using ridge analysis to estimate regression coefficients. (Author).

Theory of Ridge Regression Estimation with Applications

Author : A. K. Md. Ehsanes Saleh
Publisher : John Wiley & Sons
ISBN 13 : 1118644506
Total Pages : 404 pages
Book Rating : 4.1/5 (186 download)

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Book Synopsis Theory of Ridge Regression Estimation with Applications by : A. K. Md. Ehsanes Saleh

Download or read book Theory of Ridge Regression Estimation with Applications written by A. K. Md. Ehsanes Saleh and published by John Wiley & Sons. This book was released on 2019-01-08 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: A guide to the systematic analytical results for ridge, LASSO, preliminary test, and Stein-type estimators with applications Theory of Ridge Regression Estimation with Applications offers a comprehensive guide to the theory and methods of estimation. Ridge regression and LASSO are at the center of all penalty estimators in a range of standard models that are used in many applied statistical analyses. Written by noted experts in the field, the book contains a thorough introduction to penalty and shrinkage estimation and explores the role that ridge, LASSO, and logistic regression play in the computer intensive area of neural network and big data analysis. Designed to be accessible, the book presents detailed coverage of the basic terminology related to various models such as the location and simple linear models, normal and rank theory-based ridge, LASSO, preliminary test and Stein-type estimators. The authors also include problem sets to enhance learning. This book is a volume in the Wiley Series in Probability and Statistics series that provides essential and invaluable reading for all statisticians. This important resource: Offers theoretical coverage and computer-intensive applications of the procedures presented Contains solutions and alternate methods for prediction accuracy and selecting model procedures Presents the first book to focus on ridge regression and unifies past research with current methodology Uses R throughout the text and includes a companion website containing convenient data sets Written for graduate students, practitioners, and researchers in various fields of science, Theory of Ridge Regression Estimation with Applications is an authoritative guide to the theory and methodology of statistical estimation.

An Evaluation of Ridge Regression in Cost Estimation

Author : James R. Makin (CAPT, USA.)
Publisher :
ISBN 13 :
Total Pages : 97 pages
Book Rating : 4.:/5 (132 download)

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Book Synopsis An Evaluation of Ridge Regression in Cost Estimation by : James R. Makin (CAPT, USA.)

Download or read book An Evaluation of Ridge Regression in Cost Estimation written by James R. Makin (CAPT, USA.) and published by . This book was released on 1981 with total page 97 pages. Available in PDF, EPUB and Kindle. Book excerpt:

A Monte Carlo Evaluation of Ridge Regression as an Alternative to Ordinary Least Squares

Author : Bryan Walter Coyle
Publisher :
ISBN 13 :
Total Pages : 186 pages
Book Rating : 4.3/5 (129 download)

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Book Synopsis A Monte Carlo Evaluation of Ridge Regression as an Alternative to Ordinary Least Squares by : Bryan Walter Coyle

Download or read book A Monte Carlo Evaluation of Ridge Regression as an Alternative to Ordinary Least Squares written by Bryan Walter Coyle and published by . This book was released on 1979 with total page 186 pages. Available in PDF, EPUB and Kindle. Book excerpt:

MSE Evaluation of Ridge Regression Using a Pseudo-estimator

Author : Thomas B. Fomby
Publisher :
ISBN 13 :
Total Pages : 50 pages
Book Rating : 4.:/5 (134 download)

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Book Synopsis MSE Evaluation of Ridge Regression Using a Pseudo-estimator by : Thomas B. Fomby

Download or read book MSE Evaluation of Ridge Regression Using a Pseudo-estimator written by Thomas B. Fomby and published by . This book was released on 1976 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Theory of Ridge Regression Estimation with Applications

Author : A. K. Md. Ehsanes Saleh
Publisher : John Wiley & Sons
ISBN 13 : 1118644522
Total Pages : 380 pages
Book Rating : 4.1/5 (186 download)

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Book Synopsis Theory of Ridge Regression Estimation with Applications by : A. K. Md. Ehsanes Saleh

Download or read book Theory of Ridge Regression Estimation with Applications written by A. K. Md. Ehsanes Saleh and published by John Wiley & Sons. This book was released on 2019-01-08 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: A guide to the systematic analytical results for ridge, LASSO, preliminary test, and Stein-type estimators with applications Theory of Ridge Regression Estimation with Applications offers a comprehensive guide to the theory and methods of estimation. Ridge regression and LASSO are at the center of all penalty estimators in a range of standard models that are used in many applied statistical analyses. Written by noted experts in the field, the book contains a thorough introduction to penalty and shrinkage estimation and explores the role that ridge, LASSO, and logistic regression play in the computer intensive area of neural network and big data analysis. Designed to be accessible, the book presents detailed coverage of the basic terminology related to various models such as the location and simple linear models, normal and rank theory-based ridge, LASSO, preliminary test and Stein-type estimators. The authors also include problem sets to enhance learning. This book is a volume in the Wiley Series in Probability and Statistics series that provides essential and invaluable reading for all statisticians. This important resource: Offers theoretical coverage and computer-intensive applications of the procedures presented Contains solutions and alternate methods for prediction accuracy and selecting model procedures Presents the first book to focus on ridge regression and unifies past research with current methodology Uses R throughout the text and includes a companion website containing convenient data sets Written for graduate students, practitioners, and researchers in various fields of science, Theory of Ridge Regression Estimation with Applications is an authoritative guide to the theory and methodology of statistical estimation.

Application and Evaluation of Ridge Regression to Selected Empirical Economic Models

Author : Ali Ahmed Rahuma
Publisher :
ISBN 13 :
Total Pages : 136 pages
Book Rating : 4.:/5 (939 download)

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Book Synopsis Application and Evaluation of Ridge Regression to Selected Empirical Economic Models by : Ali Ahmed Rahuma

Download or read book Application and Evaluation of Ridge Regression to Selected Empirical Economic Models written by Ali Ahmed Rahuma and published by . This book was released on 1977 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Preliminary Results of an Evaluation of the Utility of Ridge Regression for Making County Population Estimates

Author : David A. Swanson
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (144 download)

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Book Synopsis Preliminary Results of an Evaluation of the Utility of Ridge Regression for Making County Population Estimates by : David A. Swanson

Download or read book Preliminary Results of an Evaluation of the Utility of Ridge Regression for Making County Population Estimates written by David A. Swanson and published by . This book was released on 1977 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Parameter Estimation in Engineering and Science

Author : James Vere Beck
Publisher : James Beck
ISBN 13 : 9780471061182
Total Pages : 540 pages
Book Rating : 4.0/5 (611 download)

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Book Synopsis Parameter Estimation in Engineering and Science by : James Vere Beck

Download or read book Parameter Estimation in Engineering and Science written by James Vere Beck and published by James Beck. This book was released on 1977 with total page 540 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduction to and survey of parameter estimation; Probability; Introduction to statistics; Parameter estimation methods; Introduction to linear estimation; Matrix analysis for linear parameter estimation; Minimization of sum of squares functions for models nonlinear in parameters; Design of optimal experiments.

Ridge Regression and Its Effect on High Leverage Points in the Data

Author : Carolyn Helen Lichtenstein
Publisher :
ISBN 13 :
Total Pages : 214 pages
Book Rating : 4.E/5 ( download)

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Book Synopsis Ridge Regression and Its Effect on High Leverage Points in the Data by : Carolyn Helen Lichtenstein

Download or read book Ridge Regression and Its Effect on High Leverage Points in the Data written by Carolyn Helen Lichtenstein and published by . This book was released on 1981 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Some New Results on Ridge Regression Estimation

Author : Karl Lin
Publisher :
ISBN 13 :
Total Pages : 45 pages
Book Rating : 4.:/5 (118 download)

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Book Synopsis Some New Results on Ridge Regression Estimation by : Karl Lin

Download or read book Some New Results on Ridge Regression Estimation written by Karl Lin and published by . This book was released on 1979 with total page 45 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this paper we consider various interpretations of the ordinary ridge regression estimator with a given shrinkage factor k, and report the results of an extensive Monte Carlo of several ridge regression estimators involving sample-based rules for selecting k. A major distinguishing feature of the study is the use of a general loss structure, the p-norm, in the evaluation process. Other factors taken into consideration include different degree of ill-conditioning of data, different number of explanatory variables, and different shape and non-centrality of the regression coefficients. The main results are: (i) With minor exceptions, all the ridge regression estimators considered yield a smaller average loss regardless of the loss function used. (ii) The reduction in the average loss of the ridge regression estimators increases when the degree ill-conditioning of data increases. The reduction reaches a substantial level when the degree of ill-conditioning is only moderate. (iii) On the basis of our experiment it is possible to make a recomendation concerning the rule of k.

Ridge Regression

Author : Matthew K. MacGue
Publisher :
ISBN 13 :
Total Pages : 486 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis Ridge Regression by : Matthew K. MacGue

Download or read book Ridge Regression written by Matthew K. MacGue and published by . This book was released on 1981 with total page 486 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Applied Linear Statistical Models

Author : Michael H. Kutner
Publisher : McGraw-Hill/Irwin
ISBN 13 : 9780072386882
Total Pages : 1396 pages
Book Rating : 4.3/5 (868 download)

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Book Synopsis Applied Linear Statistical Models by : Michael H. Kutner

Download or read book Applied Linear Statistical Models written by Michael H. Kutner and published by McGraw-Hill/Irwin. This book was released on 2005 with total page 1396 pages. Available in PDF, EPUB and Kindle. Book excerpt: Linear regression with one predictor variable; Inferences in regression and correlation analysis; Diagnosticis and remedial measures; Simultaneous inferences and other topics in regression analysis; Matrix approach to simple linear regression analysis; Multiple linear regression; Nonlinear regression; Design and analysis of single-factor studies; Multi-factor studies; Specialized study designs.

Introduction to Regression Analysis

Author : Michael A. Golberg
Publisher : WIT Press
ISBN 13 : 1853126241
Total Pages : 453 pages
Book Rating : 4.8/5 (531 download)

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Book Synopsis Introduction to Regression Analysis by : Michael A. Golberg

Download or read book Introduction to Regression Analysis written by Michael A. Golberg and published by WIT Press. This book was released on 2004 with total page 453 pages. Available in PDF, EPUB and Kindle. Book excerpt: In order to apply regression analysis effectively, it is necessary to understand both the underlying theory and its practical application. This book explores conventional topics as well as recent practical developments, linking theory with application. Intended to continue from where most basic statistics texts end, it is designed primarily for advanced undergraduates, graduate students and researchers in various fields of engineering, chemical and physical sciences, mathematical sciences and statistics.

An Introduction to Statistical Learning

Author : Gareth James
Publisher : Springer Nature
ISBN 13 : 3031387473
Total Pages : 617 pages
Book Rating : 4.0/5 (313 download)

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Book Synopsis An Introduction to Statistical Learning by : Gareth James

Download or read book An Introduction to Statistical Learning written by Gareth James and published by Springer Nature. This book was released on 2023-08-01 with total page 617 pages. Available in PDF, EPUB and Kindle. Book excerpt: An Introduction to Statistical Learning provides an accessible overview of the field of statistical learning, an essential toolset for making sense of the vast and complex data sets that have emerged in fields ranging from biology to finance, marketing, and astrophysics in the past twenty years. This book presents some of the most important modeling and prediction techniques, along with relevant applications. Topics include linear regression, classification, resampling methods, shrinkage approaches, tree-based methods, support vector machines, clustering, deep learning, survival analysis, multiple testing, and more. Color graphics and real-world examples are used to illustrate the methods presented. This book is targeted at statisticians and non-statisticians alike, who wish to use cutting-edge statistical learning techniques to analyze their data. Four of the authors co-wrote An Introduction to Statistical Learning, With Applications in R (ISLR), which has become a mainstay of undergraduate and graduate classrooms worldwide, as well as an important reference book for data scientists. One of the keys to its success was that each chapter contains a tutorial on implementing the analyses and methods presented in the R scientific computing environment. However, in recent years Python has become a popular language for data science, and there has been increasing demand for a Python-based alternative to ISLR. Hence, this book (ISLP) covers the same materials as ISLR but with labs implemented in Python. These labs will be useful both for Python novices, as well as experienced users.

Linear Regression Analysis

Author : Xin Yan
Publisher : World Scientific
ISBN 13 : 9812834109
Total Pages : 349 pages
Book Rating : 4.8/5 (128 download)

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Book Synopsis Linear Regression Analysis by : Xin Yan

Download or read book Linear Regression Analysis written by Xin Yan and published by World Scientific. This book was released on 2009 with total page 349 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This volume presents in detail the fundamental theories of linear regression analysis and diagnosis, as well as the relevant statistical computing techniques so that readers are able to actually model the data using the techniques described in the book. This book is suitable for graduate students who are either majoring in statistics/biostatistics or using linear regression analysis substantially in their subject area." --Book Jacket.