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Ridge regression is a method for the estimation of the parameters of a linear regression model which is useful when the predictor variables are highly collinear, that is, when there is a strong linear relationship among the predictor variables.

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Ridge and Surrogate Ridge Regressions

  • 工具书词条

  • 发表日期：

    2025年

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  • Ali S. Hadi

摘要

Ridge regression is a method for the estimation of the parameters of a linear regression model which is useful when the predictor variables are highly collinear, that is, when there is a strong linear relationship among the predictor variables.