Traditional Culture Encyclopedia - Traditional customs - Advantages of ridge estimation
Advantages of ridge estimation
Anti-* * linearity; Stability, etc.
Anti-* * linearity: Ridge regression analysis is a regression analysis method, which is suitable for data types with serious * * * linearity between variables or more morbid data. In this case, regression analysis can be carried out, and the obtained regression coefficient is more real and reliable.
Stability: Ridge regression can narrow the fluctuation range of estimation parameters through penalty terms, thus making the estimation results more stable.
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