Tracing ridge regression coefficients
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Gary C. McDonald
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Article
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2010
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Wiley (John Wiley & Sons)
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English
β 145 KB
## Abstract Ridge regression is a parameter estimation method used to address the collinearity problem frequently arising in multiple linear regressions. The methodology defines a class of estimators indexed by a nonβnegative scalar parameter, __k__. When utilizing ridge regression, the analyst eve