IDEAS home Printed from https://ideas.repec.org/a/bla/jorssc/v34y1985i2p114-120.html
   My bibliography  Save this article

Practical Use of Ridge Regression: A Challenge Met

Author

Listed:
  • Arthur E. Hoerl
  • Robert W. Kennard
  • Roger W. Hoerl

Abstract

Fearn (1983) presented regression data and an assessment of the data and regression analysis techniques which we assert to be incorrect. First, the conclusion that the relevant information is associated with the small eigenvalues of the explanatory variables correlation matrix is disputed. Secondly, there was a failure to rectify the effect of the artificial correlations introduced by the reflectance spectroscopy. The removal of these correlations makes it possible to obtain a near‐orthogonal system with better predicting power, using ridge regression.

Suggested Citation

  • Arthur E. Hoerl & Robert W. Kennard & Roger W. Hoerl, 1985. "Practical Use of Ridge Regression: A Challenge Met," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 34(2), pages 114-120, June.
    • Handle: RePEc:bla:jorssc:v:34:y:1985:i:2:p:114-120
    DOI: 10.2307/2347363
    as

    Download full text from publisher

    File URL: https://doi.org/10.2307/2347363
    Download Restriction: no
    File URL: https://libkey.io/10.2307/2347363?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Rao, Akhil & Burgess, Matthew & Kaffine, Daniel, 2020. "Orbital-use fees could more than quadruple the value of the space industry," MPRA Paper 112708, University Library of Munich, Germany.
    2. Akhil Rao & Francesca Letizia, 2022. "An integrated debris environment assessment model," Papers 2205.05205, arXiv.org.
    3. Aldrin, Magne, 1997. "Length modified ridge regression," Computational Statistics & Data Analysis, Elsevier, vol. 25(4), pages 377-398, September.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jorssc:v:34:y:1985:i:2:p:114-120. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/rssssea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.