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A Misuse of Ridge Regression in the Calibration of a Near Infrared Reflectance Instrument

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  • T. Fearn

Abstract

An example is presented of regression data which, despite high correlations between the explanatory variables, are not suitable for the application of ridge regression. This is because the relevant information in the explanatory variables is associated with small eigenvalues of their correlation matrix.

Suggested Citation

  • T. Fearn, 1983. "A Misuse of Ridge Regression in the Calibration of a Near Infrared Reflectance Instrument," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 32(1), pages 73-79, March.
    • Handle: RePEc:bla:jorssc:v:32:y:1983:i:1:p:73-79
    DOI: 10.2307/2348045
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    Cited by:

    1. Athanassios Kondylis & Joe Whittaker, 2007. "An empirical study of PLAD regression using the bootstrap," Computational Statistics, Springer, vol. 22(2), pages 307-321, July.
    2. Zhu, Li-Ping & Zhu, Li-Xing, 2007. "On kernel method for sliced average variance estimation," Journal of Multivariate Analysis, Elsevier, vol. 98(5), pages 970-991, May.
    3. Aldrin, Magne, 1997. "Length modified ridge regression," Computational Statistics & Data Analysis, Elsevier, vol. 25(4), pages 377-398, September.

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