Abstract
The regularization of multiple regression by proportionality to correlations of predictors with dependent variable is applied to the least squares objective and normal equations to relax the exact equalities and to get a robust solution. This technique produces models not prone to multicollinearity and is very useful in practical applications.
DOI
10.22237/jmasm/1529506907
Included in
Applied Statistics Commons, Social and Behavioral Sciences Commons, Statistical Theory Commons
