The coefficient of determination in the ridge regression
Author:
Affiliation:
1. University of Granada, Granada, Spain
2. Quantitative Methods for Economics and Business, University of Granada, Granada, Spain
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610918.2019.1649421
Reference17 articles.
1. Condition Numbers and Minimax Ridge Regression Estimators
2. Factors that Influence the Value of the Coefficient of Determination in Simple Linear and Nonlinear Regression Models
3. Standardization of Variables and Collinearity Diagnostic in Ridge Regression
4. A Simulation Study of Some Ridge Estimators
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