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- Other systems
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- 2017-08-12
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- 余达海
Description: Ridge regression (English Name: ridge regression, Tikhonov regularization) is a kind of special linear data analysis of biased estimation is actually the least squares regression method, an improved estimation method, the unbiased least square method to give up the part of the loss of information, reduce the accuracy of regression coefficient is more practical more reliable, the cost of pathological data was stronger than that of least squares fitting.
In short, this document is a ridge regression of the R language code, mainly used to solve the multicollinearity problems when the model, especially when you have all the explanatory variables are very important, and not by other inspection to delete, ridge regression is a good solution.
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