Choice of the ridge factor from the correlation matrix determinant
Author:
Affiliation:
1. Doctoral Program in Economics and Business Sciences, University of Granada, Granada, Spain
2. Faculty of Economics and Business, Department of Quantitative Methods for Economics and Business, University of Granada, Granada, Spain
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Modelling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/00949655.2018.1543423
Reference28 articles.
1. Simulation Study to Verify the Appropriate k Value for Ridge Regression in Two-variable Regression Model
2. Some Ridge Regression Estimators and Their Performances
3. Collinearity diagnostic applied in ridge estimation through the variance inflation factor
4. Ridge Regression: Applications to Nonorthogonal Problems
5. Ridge Regression: Biased Estimation for Nonorthogonal Problems
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