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Tolerance intervals from ridge regression in the presence of multicollinearity and high dimension
- Source :
- Statistics & Probability Letters. 121:128-135
- Publication Year :
- 2017
- Publisher :
- Elsevier BV, 2017.
-
Abstract
- In multiple regression in high dimension, we propose a method for computation of tolerance limits based on ridge regression and provide numerical studies to show the advantage of tighter tolerance limit from ridge regression compared to existing methods.
- Subjects :
- Statistics and Probability
Elastic net regularization
020206 networking & telecommunications
02 engineering and technology
Ridge (differential geometry)
01 natural sciences
Regression
010104 statistics & probability
Multicollinearity
Linear regression
Statistics
0202 electrical engineering, electronic engineering, information engineering
Principal component regression
Tolerance interval
0101 mathematics
Statistics, Probability and Uncertainty
Segmented regression
Mathematics
Subjects
Details
- ISSN :
- 01677152
- Volume :
- 121
- Database :
- OpenAIRE
- Journal :
- Statistics & Probability Letters
- Accession number :
- edsair.doi...........53a6197b2c9257ffe63c0b150dddba77
- Full Text :
- https://doi.org/10.1016/j.spl.2016.10.016