DOI: 10.1016/s0167-9473(02)00034-8. A faster algorithm for ridge regression of reduced rank data

A faster algorithm for ridge regression of reduced rank data

10.1016/s0167-9473(02)00034-8

Crossref journal-article

Elsevier BV

Computational Statistics & Data Analysis (78)

Bibliography

Hawkins, D. M., & Yin, X. (2002). A faster algorithm for ridge regression of reduced rank data. Computational Statistics & Data Analysis, 40(2), 253â262.

Authors 2

Douglas M. Hawkins (first)
Xiangrong Yin (additional)

References 30 Referenced 32

{'key': '10.1016/S0167-9473(02)00034-8_BIB1', 'series-title': 'Topological indices and Related Descriptors in QSAR and QSPR', 'first-page': '563', 'article-title': 'Information theoretic indices of neighborhood complexity and their applications', 'author': 'Basak', 'year': '1999'} / Topological indices and Related Descriptors in QSAR and QSPR / Information theoretic indices of neighborhood complexity and their applications by Basak (1999)
10.1111/1467-9868.00054 / J. Roy. Statist. Soc. Ser. B / Predicting multivariate responses in multiple linear regression (with discussion) by Breiman (1997)
Butler, N.A., Denham, M.C., 2000. The peculiar shrinkage properties of partial least squares regression. J. Roy. Statist. Soc. Ser. B 62 (Part 3), 585–593. (10.1111/1467-9868.00252)
10.2307/1268249 / Technometrics / Detection of influential observation in linear regression by Cook (1977)
10.1111/j.2517-6161.1983.tb01258.x / J. Roy. Statist. Soc. Ser. B / Regression, prediction and shrinkage (with discussion) by Copas (1983)
{'key': '10.1016/S0167-9473(02)00034-8_BIB6', 'first-page': '317', 'article-title': 'Smoothing noisy data with spline functions: estimating the correct degree of smoothing by the method of generalized cross-validation', 'volume': '31', 'author': 'Craven', 'year': '1979', 'journal-title': 'Numer. Math.'} / Numer. Math. / Smoothing noisy data with spline functions: estimating the correct degree of smoothing by the method of generalized cross-validation by Craven (1979)
10.1016/0009-2797(95)03639-3 / Chemico-Biological Interactions / Toxicology of halogenated aliphatic hydrocarbons: structural and molecular determinants for the disturbance of chromosome segregation and the induction of lipid peroxidation by Crebelli (1995)
10.1002/em.2850190107 / Environ. Mol. Mutagen. / A QSAR investigation of the role of hydrophobocity in regulating mutagenicity in the Ames test: 1. Mutagenicity of aromatic and heteroaromatic amines in Salmonella typhimurium TA98 and TA100 by Debnath (1992)
10.2307/1269656 / Technometrics / A statistical view of some chemometrics regression tools by Frank (1993)
10.2307/1268518 / Technometrics / Generalized cross-validation as a method for choosing a good ridge parameter by Golub (1979)
10.1080/10629369708039127 / SAR QSAR Environ. Res. / Predicting acute toxicity of benzene derivatives using theoretical molecular descriptors: a hierarchical QSAR approach by Gute (1997)
{'year': '1995', 'series-title': 'Exploring QSAR: Fundamental and Applications in Chemistry and Biology', 'author': 'Hansch', 'key': '10.1016/S0167-9473(02)00034-8_BIB12'} / Exploring QSAR: Fundamental and Applications in Chemistry and Biology by Hansch (1995)
10.1021/ci0001177 / J. Chem. Inf. Comput. Sci. / QSAR with few compounds and many features by Hawkins (2001)
10.1080/03610918808812681 / Comm. Statist. Simulation Comput. / On the structure of partial least squares regression by Helland (1988)
{'key': '10.1016/S0167-9473(02)00034-8_BIB15', 'first-page': '27', 'article-title': 'Ridge regression: biased estimation for nonorthogonal problems', 'volume': '8', 'author': 'Hoerl', 'year': '1970', 'journal-title': 'Technometrics'} / Technometrics / Ridge regression: biased estimation for nonorthogonal problems by Hoerl (1970)
10.1002/cem.1180020306 / J. Chemometrics / PLS regression methods by Höskuldsson (1988)
10.1002/cem.1180090203 / J. Chemometrics / A combined theory for PCA and PLS by Höskuldsson (1995)
10.1002/cem.1180010105 / J. Chemometrics / A theoretical foundation for the PLS algorithm by Lorber (1987)
10.2307/1271437 / Technometrics / Some comments on Cp by Mallows (1973)
10.2307/2283149 / J. Amer. Statist. Assoc. / Principal components regression in exploratory statistical research by Massy (1965)
{'year': '1990', 'series-title': 'Subset Selection in Regression', 'author': 'Miller', 'key': '10.1016/S0167-9473(02)00034-8_BIB21'} / Subset Selection in Regression by Miller (1990)
{'year': '1986', 'series-title': 'Classical and Modern Regression with Applications', 'author': 'Myers', 'key': '10.1016/S0167-9473(02)00034-8_BIB22'} / Classical and Modern Regression with Applications by Myers (1986)
10.1111/j.2517-6161.1974.tb00994.x / J. Roy. Statist. Soc. B / Cross-validatory choice and assessment of statistical predictions (with discussion) by Stone (1974)
10.1111/j.2517-6161.1990.tb01786.x / J. Roy. Statist. Soc. B / Continuum regression: cross-validated sequentially constructed prediction embracing ordinary least squares, partial least squares and principal components regression (with discussion) by Stone (1990)
10.1002/(SICI)1099-128X(199705)11:3<239::AID-CEM470>3.0.CO;2-A / J. Chemometrics / Principal component regression, ridge regression and ridge principal component regression in spectroscopy calibration by Vigneau (1997)
10.1111/j.2517-6161.1983.tb01239.x / J. Roy. Statist. Soc. B / Bayesian “confidence intervals” for the cross-validated smoothing spline by Wahba (1983)
{'year': '1985', 'series-title': 'Applied Linear Regression', 'author': 'Weisberg', 'key': '10.1016/S0167-9473(02)00034-8_BIB27'} / Applied Linear Regression by Weisberg (1985)
{'key': '10.1016/S0167-9473(02)00034-8_BIB28', 'series-title': 'Multivariate Analysis', 'first-page': '391', 'article-title': 'Estimation of principal components and related models by iterative least squares', 'author': 'Wold', 'year': '1966'} / Multivariate Analysis / Estimation of principal components and related models by iterative least squares by Wold (1966)
Wold, H., 1975. Soft modeling by latent variables: the nonlinear iterative partial least squares approach. In: Gani, J. (Ed.), Perspectives in Probability and Statistics, Papers in Honor of M.S. Bartlett, Academic Press, London. (10.1017/S0021900200047604)
{'key': '10.1016/S0167-9473(02)00034-8_BIB30', 'first-page': '581', 'article-title': 'PLS regression', 'volume': 'Vol. 6', 'author': 'Wold', 'year': '1984'} / PLS regression by Wold (1984)

Dates

Type	When
Created	22 years, 11 months ago (Sept. 17, 2002, 1 p.m.)
Deposited	8 months, 2 weeks ago (Dec. 9, 2024, 7:16 p.m.)
Indexed	1 month, 3 weeks ago (July 2, 2025, 12:45 a.m.)
Issued	23 years ago (Aug. 1, 2002)
Published	23 years ago (Aug. 1, 2002)
Published Print	23 years ago (Aug. 1, 2002)

Funders 0

None

BibTeX

@article{Hawkins_2002, title={A faster algorithm for ridge regression of reduced rank data}, volume={40}, ISSN={0167-9473}, url={http://dx.doi.org/10.1016/s0167-9473(02)00034-8}, DOI={10.1016/s0167-9473(02)00034-8}, number={2}, journal={Computational Statistics & Data Analysis}, publisher={Elsevier BV}, author={Hawkins, Douglas M. and Yin, Xiangrong}, year={2002}, month=aug, pages={253–262} }

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