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.