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Ridge: a computer program for calculating ridge regression estimatesAuthor(s): Donald E. Hilt; Donald W. Seegrist
Source: Research Note NE-236. Upper Darby, PA: U.S. Department of Agriculture, Forest Service, Northeastern Forest Experiment Station. 7p.
Publication Series: Research Note (RN)
Station: Northeastern Research Station
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DescriptionLeast-squares coefficients for multiple-regression models may be unstable when the independent variables are highly correlated. Ridge regression is a biased estimation procedure that produces stable estimates of the coefficients. Ridge regression is discussed, and a computer program for calculating the ridge coefficients is presented.
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CitationHilt, Donald E.; Seegrist, Donald W. 1977. Ridge: a computer program for calculating ridge regression estimates. Research Note NE-236. Upper Darby, PA: U.S. Department of Agriculture, Forest Service, Northeastern Forest Experiment Station. 7p.
KeywordsRegression, computer program, correlated variables
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