Robert Obenchain

Retired; Self-funder Researcher

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I received my PhD in Mathematical Statistics from the University of North Carolina, Chapel Hill, in 1969. I was initially one of several candidates studying under N. L. Johnson but, ultimately, P.K. Sen signed my thesis in June 1969.

Articles

Graphical Comparison of TRACEs from CRAN R-packages for Ridge Regression

Robert Obenchain

Submitted on 2024-12-28

ridge regression normal distribution theory maximum likelihood shrinkage

We discuss ten TRACE graphics generated using functions from four CRAN R-packages [genridge, lmridge, ridge or RXshrink] that implement diverse forms of Ridge Regression. The “10-Factor” data of Gorman and Toman (1966) are used to illustrate alternative “shrinkage” paths. “Efficient” shrinkage TRACEs, Obenchain (2022), are shown for not only all 10 X-predictors but also for the “Best Subset” of 7 X-predictors proposed by Gorman and Toman.

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