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Public history poster on Canada's military past about Vimy Ridge by students Matthew Curtis, Brett Faber, Christopher Hardcastle, and Karl Van Maren ; https://source.sheridancollege.ca/swfhass_military_posters/1005/thumbnail.jpg

In general ridge (GR) regression p ridge parameters have to be determined, whereas simple ridge regression requires the determination of only one parameter. In a recent textbook on linear regression, Jürgen Gross argues that this constitutes a major complication. However, as we show in this paper, the determination of these p parameters can fairly easily be done. Furthermore, we introduce a generalization of the GR estimator derived by Hemmerle and by Teekens and de Boer. This estimator, which is more conservative, performs better than the Hoerl and Kennard estimator in terms of a weighted quadratic loss criterion.

ABSTRACTThe purpose of this paper is to show that ridge regression is a special case of the class of mixed estimators. This derivation permits a convenient interpretation of the ridge constant. It also allows for a better understanding of the divergence between the theoretical results for the ridge estimator and recent sampling evidence, and suggests a new means of selecting of ridge constant.