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- W2471288897 abstract "We demonstrate the close relationship between first-factor continuum regression and standard ridge regression. The difference is that continuum regression inserts a scalar compensation factor for that part of the shrinkage in ridge regression that has no connection with tendencies towards collinearity. We interpret this to mean that first-factor continuum regression is preferable in principle to ridge regression if we want protection against near colliearity but do not admit shrinkage as a general principle. Furthermore, our experience indicates that with first-factor continuum regression we can obtain predictors that are at least as mean-squared error efficient as with ridge regression but with less sensitivity to the choice of ridge constant" @default.
- W2471288897 created "2016-07-22" @default.
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- W2471288897 date "1993-07-01" @default.
- W2471288897 modified "2023-09-28" @default.
- W2471288897 title "Continuum Regression and Ridge Regression" @default.
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- W2471288897 doi "https://doi.org/10.1111/j.2517-6161.1993.tb01930.x" @default.
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