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February 1, 1970Technometrics2,656 citations

Ridge Regression: Applications to Nonorthogonal Problems

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AHArthur E. HoerlRKRobert W. Kennard

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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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Hoerl et al. (1970) studied this question.

synapsesocial.com/papers/69d925bbe6ab964fb0835919https://doi.org/10.1080/00401706.1970.10488635
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