Mingjin Wang
Abstract
The author gives a new successive iteration method to determine ridge parameter k. The mean square error of ridge estimator can be decreased by means of changing ridge parameter. The method has improved the Hoerl—kennard formula.
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The author gives a new successive iteration method to determine ridge parameter k. The mean square error of ridge estimator can be decreased by means of changing ridge parameter. The method has improved the Hoerl—kennard formula.
Key concepts: Ridge, Estimator, Mathematics, Generalization, Mean squared error, Statistics, Regression, Regression analysis