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Ridge Regression and Generalized Maximum Entropy: An improved version of the Ridge-GME parameter estimator

机译:Ridge回归和广义最大熵:Ridge-GME参数估计器的改进版本

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In this article, the Ridge-GME parameter estimator, which combines Ridge Regression and Generalized Maximum Entropy, is improved in order to eliminate the subjectivity in the analysis of the ridge trace. A serious concern with the visual inspection of the ridge trace to define the supports for the parameters in the Ridge-GME parameter estimator is the misinterpretation of some ridge traces, in particular where some of them are very close to the axes. A simulation study and two empirical applications are used to illustrate the performance of the improved estimator. A MATLAB code is provided as supplementary material.
机译:在本文中,结合了Ridge回归和广义最大熵的Ridge-GME参数估计器得到了改进,以消除对trace进行分析时的主观性。目视检查山脊轨迹以定义Ridge-GME参数估计器中参数的支持时,一个严重的问题是对某些山脊轨迹的误解,尤其是在其中一些山脊轨迹非常靠近轴的情况下。仿真研究和两个经验应用用于说明改进的估计器的性能。提供了MATLAB代码作为补充材料。

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