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Practical Use of Ridge Regression: A Challenge Met

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  • 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
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    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. Aldrin, Magne, 1997. "Length modified ridge regression," Computational Statistics & Data Analysis, Elsevier, vol. 25(4), pages 377-398, September.
    3. Akhil Rao & Francesca Letizia, 2022. "An integrated debris environment assessment model," Papers 2205.05205, arXiv.org.

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