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A simulation study of the stochastic ridge k |
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| Authors: | Maurry Tamarkin |
| Affiliation: | Clark University , Worcester, Massachusetts, 01610 |
| Abstract: | A simulation of regressions is used to generate estimates by iteration of the generalized ridge parameter.The simulation results indicate that generalized ridge parameters estimated by iteration from near collinear data may be quite different from unknown optimal values. |
| Keywords: | generalized ridge parameter linear regression Zminimum mean square error |