ridge regression analysis

ridge regression analysis

[′rij ri′gresh·ən ə‚nal·ə·səs]

(statistics)

A form of regression analysis in which damping factors are added to the diagonal of the correlation matrix prior to inversion, a procedure which tends to orthogonalize interrelated variables; study of the robustness of the regression coefficients with changes in the damping factors is then used to determine sets of variables that should be removed. Also known as damped regression analysis.

McGraw-Hill Dictionary of Scientific & Technical Terms, 6E, Copyright © 2003 by The McGraw-Hill Companies, Inc.