| 岭参数又一确定方法的推广 |
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| 引用本文： | 许萍,刘力维.岭参数又一确定方法的推广[J].数学的实践与认识,2012,42(7):250-255. |
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| 作者姓名： | 许萍 刘力维 |
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| 作者单位： | 1. 常州轻工职业技术学院基础部,江苏常州,213164
2. 南京理工大学理学院,江苏南京,210094 |
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| 摘 要： | 对确定岭参数的方法进行了推广,给出了一种新的逐步改进岭参数κ的方法,这种方法能够通过调整岭参数来进一步减少岭估计的均方误差,并改进了Hoerl和Kennard的结果。
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| 关 键 词： | 线性模型 岭估计 最小二乘估计 均方误差 |
The Generalization of Another Method to Determine the Ridge Parameter in Ridge Regression |
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| XU Ping
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LIU Li-wei.The Generalization of Another Method to Determine the Ridge Parameter in Ridge Regression[J].Mathematics in Practice and Theory,2012,42(7):250-255. |
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| Authors: | XU Ping LIU Li-wei |
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| Affiliation: | 1.Department of Foundation Course,Changzhou Institute of Light Industry Technology,Changzhou 213164, China) (2.School of Sciences,Nanjing University of Science and Technology,Nanjing 210094,China) |
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| Abstract: | This paper is to develop the method of determining ridge parameter proposed, the author gives a new successive iteration method to determine ridge parameter k.The mean square error of ridge estimator can be decreased by means of changing ridge parameter.The method has improved the Hoerl-Kennard formula. |
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| Keywords: | linear model ridge estimator least square estimator mean square error |
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