Ontology highlight
ABSTRACT:
SUBMITTER: Boonstra PS
PROVIDER: S-EPMC4790465 | biostudies-literature | 2015 Jul
REPOSITORIES: biostudies-literature
Boonstra Philip S PS Mukherjee Bhramar B Taylor Jeremy M G JM
Statistica Sinica 20150701 3
We propose new approaches for choosing the shrinkage parameter in ridge regression, a penalized likelihood method for regularizing linear regression coefficients, when the number of observations is small relative to the number of parameters. Existing methods may lead to extreme choices of this parameter, which will either not shrink the coefficients enough or shrink them by too much. Within this "small-<i>n</i>, large-<i>p</i>" context, we suggest a correction to the common generalized cross-val ...[more]