Comparision of Different Estimation Methods in Ridge Regression Model

碩士 === 淡江大學 === 統計學系 === 88 ===    When we use regression model to analyze data, the ordinary least squares estimates often become unstable due to multicollinearity. Hoerl and Kennard (1970) proposed a ridge regression analysis estimator that can generate a smaller total variance of resul...

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Bibliographic Details
Main Authors: Mei-Ju Wu, 吳美儒
Other Authors: Tzong-Ru Tsai
Format: Others
Language:zh-TW
Published: 2000
Online Access:http://ndltd.ncl.edu.tw/handle/10453344590569734591