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A faster algorithm for ridge regression of reduced rank data

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  • Hawkins, Douglas M.
  • Yin, Xiangrong

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  • Hawkins, Douglas M. & Yin, Xiangrong, 2002. "A faster algorithm for ridge regression of reduced rank data," Computational Statistics & Data Analysis, Elsevier, vol. 40(2), pages 253-262, August.
    • Handle: RePEc:eee:csdana:v:40:y:2002:i:2:p:253-262
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    References listed on IDEAS

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    1. Leo Breiman & Jerome H. Friedman, 1997. "Predicting Multivariate Responses in Multiple Linear Regression," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 59(1), pages 3-54.
    2. Neil A. Butler & Michael C. Denham, 2000. "The peculiar shrinkage properties of partial least squares regression," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(3), pages 585-593.
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    Cited by:

    1. Subhash C. Basak & Denise Mills & Douglas M. Hawkins & Hisham A. El‐Masri, 2003. "Prediction of Human Blood: Air Partition Coefficient: A Comparison of Structure‐Based and Property‐Based Methods," Risk Analysis, John Wiley & Sons, vol. 23(6), pages 1173-1184, December.
    2. Lübke, Karsten & Czogiel, Irina & Weihs, Claus, 2004. "A computer intensive method for choosing the ridge parameter," Technical Reports 2004,11, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    3. Turlach, Berwin A., 2006. "An even faster algorithm for ridge regression of reduced rank data," Computational Statistics & Data Analysis, Elsevier, vol. 50(3), pages 642-658, February.
    4. Čížek, Pavel, 2004. "(Non) Linear Regression Modeling," Papers 2004,11, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).

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