Ridge Regression: Applications to Nonorthogonal Problems

1970/02/01 by Arthur E. Hoerl, Robert W. Kennard · 39 citations
Engineering · Mathematics · Computer Science · #Control Systems and Identification #Statistical and numerical algorithms #Neural Networks and Applications

paper · doi:10.1080/00401706.1970.10488635

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

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