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https://doi.org/10.1016/0165-1765(87)90088-7
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Cite Journal: Economics Letters |  Publication Date: Jan 1, 1987 |
 Citations: 2 |
Affiliation: Northeastern University
A simulation study comparing several techniques for selection of the ridge regression parameter is described. Analysis strategies are suggested for data with various degrees of noise and collinearity. A method that combines bootstrapping and cross-validation is highlighted.
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