Lecture notes on ridge regression

Lecture notes on ridge regression

Created 22 June 2023
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Collection of many well-known results on ridge regression.

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Pages
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Questions
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Exercises
Ridge regression
Linear regression, the ridge regression estimator, and eigenvalue shrinkage
07
Moments
06
Constrained Estimation, degrees of freedom, and computationally efficient evaluation
04
Penalty parameter selection, simulation, and illustration
07
Bayesian regression
03
Generalizing ridge regression
010
Mixed model
00
Ridge logistic regression
08
Lasso regression
Uniqueness, analytic solutions, and sparsity
011
Estimation, moments, and the bayesian connection
00
Comparison to ridge and Pandora's box
09