ERIC Number: EJ443852
Record Type: Journal
Publication Date: 1991
Reference Count: N/A
A General Solution for a Class of Weakly Constrained Linear Regression Problems.
ten Berge, Jos M. F.
Psychometrika, v56 n4 p601-09 Dec 1991
A globally optimal solution is presented for a class of functions composed of a linear regression function and a penalty function for the sums of squared regression weights. A completing-the-squares approach is used, rather than calculus, because it yields global minimality easily in two of three cases examined. (SLD)
Publication Type: Journal Articles; Reports - Evaluative
Education Level: N/A
Authoring Institution: N/A