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TESTS OF REGRESSION COEFFICIENTS UNDER RIDGE REGRESSION MODELS.
- Source :
- Journal of Statistical Computation & Simulation; Mar2000, Vol. 65 Issue 4, p341, 16p, 7 Charts, 3 Graphs
- Publication Year :
- 2000
-
Abstract
- Investigates two 'non-exact' t-type tests of the individual coefficients of a linear regression model, based on two ordinary ridge estimators. Theoretical motivation of the ridge-based t-type tests; Description of the simulation study.
- Subjects :
- RIDGE regression (Statistics)
REGRESSION analysis
Subjects
Details
- Language :
- English
- ISSN :
- 00949655
- Volume :
- 65
- Issue :
- 4
- Database :
- Complementary Index
- Journal :
- Journal of Statistical Computation & Simulation
- Publication Type :
- Academic Journal
- Accession number :
- 4026161
- Full Text :
- https://doi.org/10.1080/00949650008812006