A Misuse of Ridge Regression in the Calibration of a Near Infrared Reflectance Instrument

T. Fearn

Journal of the Royal Statistical Society Series C, 1983, vol. 32, issue 1, 73-79

Abstract: An example is presented of regression data which, despite high correlations between the explanatory variables, are not suitable for the application of ridge regression. This is because the relevant information in the explanatory variables is associated with small eigenvalues of their correlation matrix.

Date: 1983
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