Authors: Czogiel, Irina
Lübke, Karsten
Weihs, Claus
Title: A Computer Intensive Method for Choosing the Ridge Parameter
Language (ISO): en
Abstract: In this paper we describe a computer intensive method to find the ridge parameter in a prediction oriented linear model. With the help of a factorial experimental design the method is tested and compared to a classical one.
Subject Headings: ridge regression
experimental design
prediction model
generalized cross validation
Issue Date: 2004-02
Provenance: Universitätsbibliothek Dortmund
Appears in Collections:Sonderforschungsbereich (SFB) 475

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