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Ridge Regression: Applications to Nonorthogonal Problems

Technometrics · 1970 · Vol. 12(1) · pp. 69–82

Arthur E. Hoerl✉(DuPont (United States))Robert W. Kennard(DuPont (United States))

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

Control Systems and Identification Statistical and numerical algorithms Neural Networks and ApplicationsRidgeRegressionOrdinary least squaresContext (archaeology)Elastic net regularizationRegression analysisExposition (narrative)TRACE (psycholinguistics)StatisticsRegression diagnostic

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