Ridge Regression: Applications to Nonorthogonal Problems
Ridge Regression: Applications to Nonorthogonal Problems
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DOI：
10.1080/00401706.1970.10488635
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发表时间：
1970-02
期刊：
影响因子：
2.5
通讯作者：
A. E. Hoerl;R. Kennard
中科院分区：
文献类型：
--
作者：
A. E. Hoerl;R. Kennard
本文是对岭回归方法的运用的一个阐述。从文献中的两个例子被用作基础。注意力集中在脊迹，这是一个二维的图形程序描绘的复杂关系的多因素数据。建议获得一个更好的回归方程比普通最小二乘估计。
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.