Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation Export

@article{citeulike:3180559, abstract = {A principal objective of this paper is to discuss a class of biased linear estimators employing generalized inverses. A second objective is to establish a unifying perspective. The paper exhibits theoretical properties shared by generalized inverse estimators, ridge estimators, and corresponding nonlinear estimation procedures. From this perspective it becomes clear why all these methods work so well in practical estimation from nonorthogonal data.}, author = {Marquardt, Donald W.}, citeulike-article-id = {3180559}, citeulike-linkout-0 = {http://dx.doi.org/10.2307/1267205}, citeulike-linkout-1 = {http://www.jstor.org/stable/1267205}, doi = {10.2307/1267205}, issn = {00401706}, journal = {Technometrics}, keywords = {regression, ridge}, number = {3}, pages = {591--612}, posted-at = {2008-09-02 06:28:54}, priority = {2}, publisher = {American Statistical Association and American Society for Quality}, title = {Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation}, url = {http://dx.doi.org/10.2307/1267205}, volume = {12}, year = {1970} }

TY - JOUR ID - citeulike:3180559 L3 - citeulike-article-id:3180559 N2 - A principal objective of this paper is to discuss a class of biased linear estimators employing generalized inverses. A second objective is to establish a unifying perspective. The paper exhibits theoretical properties shared by generalized inverse estimators, ridge estimators, and corresponding nonlinear estimation procedures. From this perspective it becomes clear why all these methods work so well in practical estimation from nonorthogonal data. IS - 3 JF - Technometrics SN - 00401706 EP - 612 TI - Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation PB - American Statistical Association and American Society for Quality VL - 12 SP - 591 KW - regression KW - ridge AU - Marquardt, Donald PY - 1970/// UR - http://dx.doi.org/10.2307/1267205 ER -