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Weighted Ridge Regression: Combining Ridge and Robust Regression Methods / Paul W. Holland.
- Format:
- Book
- Author/Creator:
- Holland, Paul W.
- Series:
- Working Paper Series (National Bureau of Economic Research) no. w0011.
- NBER working paper series no. w0011
- Language:
- English
- Subjects (All):
- Regression analysis.
- Physical Description:
- 1 online resource: illustrations (black and white);
- Other Title:
- Weighted Ridge Regression
- Place of Publication:
- Cambridge, Mass. National Bureau of Economic Research 1973.
- Cambridge, Mass. : National Bureau of Economic Research, 1973.
- Summary:
- This paper gives the formulas for and derivation of ridge regression methods when there are weights associated with each observation. A Bayesian motivation is used and various choices of k are discussed. A suggestion is made as to how to combine ridge regression with robust regression methods.
- Notes:
- Print version record
- September 1973.
- Includes bibliographical references.
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