A Ridge-Regression Sidelight

Authors
Draper, Norman R. Herzberg, Agnes M.
Citation
R. Draper, Norman et M. Herzberg, Agnes, A Ridge-Regression Sidelight, American statistician , 41(4), 1987, pp. 282-283
Journal title
American statistician → ACNP
ISSN journal
00031305
Volume
41
Issue
4
Year of publication
1987
Pages
282 - 283
Database
ACNP
SICI code
Abstract
A useful matrix result is applied in ridge regression to cast light on the form of the ridge-regression residual sum of squares as a power series in the ridge parameter.An example illustrates that the series may diverge or else converge very slowly, depending on the value of the ridge parameter.