Ridge: a computer program for calculating ridge regression estimates

Donald E. Hilt; Donald W. Seegrist

Treesearch

Ridge: a computer program for calculating ridge regression estimates

Informally Refereed

Authors:

Donald E. Hilt, Donald W. Seegrist

Year:

1977

Type:

Research Note

Station:

Northern Research Station

Source:

Research Note NE-236. Upper Darby, PA: U.S. Department of Agriculture, Forest Service, Northeastern Forest Experiment Station. 7p.

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Download (PDF 363 KB): https://research.fs.usda.gov/download/treesearch/19260.pdf

Abstract

Least-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.

Keywords

Regression, computer program, correlated variables

Citation

Hilt, 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.