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Ridge regression and some alternative weighting techniques: A comment on Darlington.
Authors:Morris   John D.
Abstract:Reexamined the performance of ridge regression from a different methodological perspective using the same data structures on which R. B. Darlington (see record 1979-25149-001) demonstrated the technique's superiority. Contrary to Darlington's results, the present results indicate that ridge regression was never the most accurate prediction technique, although least squares weights as well as all of the other non-least-squares techniques were most accurate in some data configurations. (18 ref) (PsycINFO Database Record (c) 2010 APA, all rights reserved)
Keywords:
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