lmridge
R package lmridge: Linear Ridge Regression with Ridge Penalty and Ridge Statistics. Linear ridge regression coefficient’s estimation and testing with different ridge related measures such as MSE, R-squared etc. REFERENCES i. Hoerl and Kennard (1970) <doi:10.2307/1267351> ii. Halawa and El-Bassiouni (2000) <doi:10.1080/00949650008812006> iii. Imdadullah, Aslam, and Saima (2017) iv. Marquardt (1970) <doi:10.2307/1267205>.
Keywords for this software
References in zbMATH (referenced in 5 articles , 1 standard article )
Showing results 1 to 5 of 5.
Sorted by year (- García-García, Claudia; García-García, Catalina B.; Salmerón, Román: Confronting collinearity in environmental regression models: evidence from world data (2021)
- Imdad Ullah Muhammad, Aslam Muhammad: lmridge: A Comprehensive R Package for Ridge Regression (2018) not zbMATH
- Halawa, A. M.; El Bassiouni, M. Y.: Tests of regression coefficients under ridge regression models (2000)
- Hoerl, Arthur E.; Kennard, Robert W.: Ridge regression: biased estimation for nonorthogonal problems (1970)
- Marquardt, D. W.: Generalized inverses, ridge regression, biased linear estimation, and nonlinear estimation (1970)