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Partitioned Ridge Regression |
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| Authors: | R. W. Farebrother |
| Affiliation: | Department of Econometrics, and Social Statistics , University of Manchester Manchester , England , Ml3 9PL |
| Abstract: | In this paper we examine the relationship between the general ridge estimator and the standardized ridge estimator. |
| Keywords: | Mean square error Partitioned regression Ridge regression Standardization |