The Relationship between Ridge Regression and the Minimum Mean Square Error Estimator of Chipman.

B-Tier

Journal: Oxford Bulletin of Economics and Statistics

Year: 1974

Volume: 36

Issue: 2

Pages: 115-24

Authors (2)

Bacon, R W (not in RePEc) Hausman, J A (Massachusetts Institute of Tec...)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count