Using Ridge Regression to Estimate Directly Lagged Effects in Marketing
本文开发了一种岭回归的预测准则，用于通过直接滞后模型估计滞后效应模式，并以Lydia Pinkham的月度和年度数据为例，展示了跨时间间隔一致的滞后模式。
Abstract A prediction criterion for ridge regression is developed and used for estimating lagged effect patterns by means of the direct lag model. As examples, the Lydia Pinkham monthly and annual data are analyzed, showing that lag patterns can be obtained that are in agreement across time intervals. Key Words: Direct lag modelLagged effectsPrediction criterionRidge regression