Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/49333 
Year of Publication: 
2004
Series/Report no.: 
Technical Report No. 2004,11
Publisher: 
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen, Dortmund
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.
Subjects: 
Ridge Regression
Experimental Design
Prediction model
Generalized Cross Validation
Document Type: 
Working Paper

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