Abstract #302016

This is the preliminary program for the 2003 Joint Statistical Meetings in San Francisco, California. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 2-5, 2003); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

To View the Program:
You may choose to view all activities of the program or just parts of it at any one time. All activities are arranged by date and time.

The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.

Back to main JSM 2003 Program page
JSM 2003 Abstract #302016
Activity Number: 27
Type: Contributed
Date/Time: Sunday, August 3, 2003 : 2:00 PM to 3:50 PM
Sponsor: General Methodology
Abstract - #302016
Title: Some Algebraic Properties in Ridge Trace
Author(s): Racheal Zhang*+ and Gary McDonald
Companies: Oakland University and Oakland University
Address: Dept. of Math & Statistics, Rochester Hill, MI, 48308,
Keywords: ridge trace ; ridge estimator ; Toeplitz correlation structure ; generalized ridge regression
Abstract:

The main objective of this talk is to provide some new findings on the algebraic properties of a ridge trace ( i.e., the graph of ridge regression coefficients vs. the scalar ridge parameter). These properties evolve by first expressing ridge regression coefficients as rational functions, i.e., the ratio of polynomial in the ridge parameter, k. Specific properties can then be derived assuming the correlation matrix for the independent variables have specific structures. Some results are possible without imposing this later condition. In particular, we focus on sign changes, criss-crossing, and rate-of-change of the ridge coefficients. This work provides explicit quantitative insights into the behavior depicted by a ridge trace.

  • The address information is for the authors that have a + after their name.
  • Authors who are presenting talks have a * after their name.

Back to the full JSM 2003 program

JSM 2003 For information, contact meetings@amstat.org or phone (703) 684-1221. If you have questions about the Continuing Education program, please contact the Education Department.
Revised March 2003