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A note on ridge regression

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  • Chawla, J. S.

Abstract

A necessary and sufficient condition is obtained such that general ridge estimator introduced by Farebrother (1978) is better than the least squares estimator relative to the matrix mean square error.

Suggested Citation

  • Chawla, J. S., 1990. "A note on ridge regression," Statistics & Probability Letters, Elsevier, vol. 9(4), pages 343-345, April.
    • Handle: RePEc:eee:stapro:v:9:y:1990:i:4:p:343-345
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    Cited by:

    1. Ryo Uemukai, 2011. "Small sample properties of a ridge regression estimator when there exist omitted variables," Statistical Papers, Springer, vol. 52(4), pages 953-969, November.
    2. Čížek, Pavel, 2004. "(Non) Linear Regression Modeling," Papers 2004,11, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).

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