A Ridge-Regression Sidelight |
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| Authors: | Norman R. Draper Agnes M. Herzberg |
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| Affiliation: | 1. Department of Statistics , University of Wisconsin , Madison , Wisconsin , 53706 , USA;2. Department of Mathematics , Imperial College of Science and Technology , London , SW7 2BZ , England |
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| Abstract: | A useful matrix result is applied in ridge regression to cast light on the form of the ridge-regression residual sum of squares as a power series in the ridge parameter. An example illustrates that the series may diverge or else converge very slowly, depending on the value of the ridge parameter. |
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| Keywords: | Matrix result Residual sum of squares expansion |
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