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Comment: Ridge Regression, Ranking Variables and Improved Principal Component Regression

2020/10/01 by Nam-Hee Choi, Kerby Shedden, Gongjun Xu +2 · 6 citations
Biochemistry, Genetics and Molecular Biology · Mathematics · #Advanced Statistical Methods and Models #Artificial intelligence #Cartography #Computer science #Cross-sectional regression #Econometrics #Elastic net regularization #Genetic and phenotypic traits in livestock #Geography #Linear regression #Mathematics #Polynomial regression #Principal component analysis #Principal component regression #Ranking (information retrieval) #Regression #Regression analysis #Regression diagnostic #Ridge #Segmented regression #Statistical Methods and Inference #Statistics

paper · doi:10.1080/00401706.2020.1811157

published in Technometrics 62(4), 451-455 (Taylor & Francis)

openalex publication_date 2020/10/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/30

Abstract

Hoerl and Kennard’s (1970) ridge regression is an early and influential instance of regularization being used to improve the performance of a widely used modeling technique. Roughly 30 years later,...

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