Abstract

Abstract This paper is an exposition of the use of ridge regression methods. Two examples from the literature are used as a base. Attention is focused on the RIDGE TRACE which is a two-dimensional graphical procedure for portraying the complex relationships in multifactor data. Recommendations are made for obtaining a better regression equation than that given by ordinary least squares estimation. This article is referred to by:Ridge Regression: A Historical Context

Keywords

RidgeRegressionOrdinary least squaresContext (archaeology)Elastic net regularizationRegression analysisExposition (narrative)TRACE (psycholinguistics)StatisticsRegression diagnosticComputer scienceLeast-squares function approximationEconometricsMathematicsPolynomial regressionGeographyArchaeologyCartographyPhilosophy

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Publication Info

Year
1970
Type
article
Volume
12
Issue
1
Pages
69-82
Citations
2537
Access
Closed

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Arthur E. Hoerl, Robert W. Kennard (1970). Ridge Regression: Applications to Nonorthogonal Problems. Technometrics , 12 (1) , 69-82. https://doi.org/10.1080/00401706.1970.10488635

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DOI
10.1080/00401706.1970.10488635