Weighted Ridge Regression: Combining Ridge and Robust Regression Methods
收藏NBER1973-09-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w0011
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资源简介：
This paper gives the formulas for and derivation of ridge regression methods when there are weights associated with each observation. A Bayesian motivation is used and various choices of k are discussed. A suggestion is made as to how to combine ridge regression with robust regression methods.
提供机构：
美国国家经济研究局
创建时间：
1973-09-01
