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A Note on a Power Generalization of Ridge Regression

Authors: Arthur E. Hoerl; Robert W. Kennard;

A Note on a Power Generalization of Ridge Regression

Abstract

O*(k, q) = [X'X + k(X'X)-q]-'X'y = [X'X + Q'DQ]-'X'y (1.3) where D = diag (d,d2 * dp), di = k/X\i. Thus, ki = k/X,i in the general formulation of (1.1) and (1.2). In Hoerl and Kennard [1] it was shown that the optimum K matrix has elements ki = a2/ai2. Since the optimum k,'s are inversely proportional to the regression coefficients and not to the eigenvalues, it appears that exploration of the (X'X)+l variation will not prove fruitful.

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
13
Top 10%
Top 1%
Average
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