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Centering and Scaling in Ridge Regression

 

作者: P.J. Brown,  

 

期刊: Technometrics  （Taylor Available online 1977）
卷期: Volume 19, issue 1  

页码: 35-36

 

ISSN:0040-1706

 

年代: 1977

 

DOI:10.1080/00401706.1977.10489495

 

出版商: Taylor & Francis Group

 

关键词: Ridge regression;Standardization;Location invariance;Prediction;Cross-validation

 

数据来源: Taylor

 

摘要:

A simple generalization of the usual ridge regression estimator for the linear regression model is given which avoids the need to center all variables. The estimator is proved to be location invariant. This estimator is of pedagogical interest and in forecasting also of practical importance.

 

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