Ridge Regression: Applications to Nonorthogonal Problems
暂无分享,去创建一个
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.
[1] J. W. Gorman,et al. Selection of Variables for Fitting Equations to Data , 1966 .
[2] R. R. Hocking,et al. Selection of the Best Subset in Regression Analysis , 1967 .
[3] J. N. R. Jeffers,et al. Two Case Studies in the Application of Principal Component Analysis , 1967 .