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Ridge Regression and James-Stein Estimation: Review and Comments

Norman R. Draper and R. Craig van Nostrand
Technometrics
Vol. 21, No. 4 (Nov., 1979), pp. 451-466
DOI: 10.2307/1268284
Stable URL: http://www.jstor.org/stable/1268284
Page Count: 16
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Ridge Regression and James-Stein Estimation: Review and Comments
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Abstract

The literature of ridge regression and James-Stein estimation is broadly reviewed, and critical comments are interpolated on a number of papers. The authors also express their viewpoints on ridge regression and their antipathy to its mechanical use.

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