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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
Mathematics · Biochemistry, Genetics and Molecular Biology · #Statistical Methods and Inference #Advanced Statistical Methods and Models #Genetic and phenotypic traits in livestock

paper · doi:10.1080/00401706.2020.1811157

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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