Result: Variations on Ridge Traces in Regression
Title:
Variations on Ridge Traces in Regression
Authors:
Source:
Communications in statistics. Simulation and computation. 41(1-2):265-278
Publisher Information:
Colchester: Taylor & Francis, 2012.
Publication Year:
2012
Physical Description:
print, 1/4 p
Original Material:
INIST-CNRS
Subject Terms:
Mathematics, Mathématiques, Sciences exactes et technologie, Exact sciences and technology, Sciences et techniques communes, Sciences and techniques of general use, Mathematiques, Mathematics, Combinatoire. Structures ordonnées, Combinatorics. Ordered structures, Combinatoire, Combinatorics, Plans d'expériences et configurations, Designs and configurations, Probabilités et statistiques, Probability and statistics, Statistiques, Statistics, Lois de probabilités, Distribution theory, Plans d'expériences, Experimental design, Analyse numérique. Calcul scientifique, Numerical analysis. Scientific computation, Analyse numérique, Numerical analysis, Probabilités et statistiques numériques, Numerical methods in probability and statistics, Analyse covariance, Covariance analysis, Análisis covariancia, Analyse variance, Variance analysis, Análisis variancia, Distribution statistique, Statistical distribution, Distribución estadística, Moment statistique, Statistical moment, Momento estadístico, Méthode moindre carré, Least squares method, Método cuadrado menor, Méthode statistique, Statistical method, Método estadístico, Phénomène transitoire, Transients, Fenómeno transitorio, Plan expérience, Experimental design, Plan experiencia, Régression pseudo orthogonale, Ridge regression, Regresión ridge, Régression statistique, Statistical regression, Regresión estadística, Simulation numérique, Numerical simulation, Simulación numérica, Stabilité numérique, Numerical stability, Estabilidad numérica, Théorie approximation, Approximation theory, Variance, Variancia, 05Bxx, 62E17, 62J07, 62J10, 62K99, Estimateur rétrécissement, Derivative traces, Deterministic traces, Ill-conditioned models, Primary: 62J07, Secondary: 62J20, Stability of ridge traces
Document Type:
Academic journal
Article
File Description:
text
Language:
English
Author Affiliations:
Department of Mathematics, University of Virginia, Charlottesville, Virginia, United States
ISSN:
0361-0918
Rights:
Copyright 2015 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Mathematics
Accession Number:
edscal.25576925
Database:
PASCAL Archive
Further Information
Ridge regression, perturbing the design moment matrix via a parameter k, persists in the study of ill-conditioned systems. Ridge traces, exhibiting solutions as functions of k, are intended to reflect stability as k evolves, in contrast to transient instabilities in ordinary least squares. This study examines derivative traces as analytic tools regarding stability, and develops rational representations for them. Two further gauges of stability are derivatives of variances of the ridge solutions, and the variances of the derivative traces. In contrast to ridge traces and their derivatives, neither of the latter depends on observed responses, and both support deterministic assessments.