A Geometrical Interpretation of Collinearity: A Natural Way to Justify Ridge Regression and Its Anomalies
作者： José García‐Pérez , María Mar López‐Martín , Catalina García‐García , Román Salmerón‐Gómez
DOI: 10.1111/INSR.12381
关键词: Raising (linguistics) 、 Linear regression 、 Collinearity 、 Main diagonal 、 Matrix (mathematics) 、 Applied mathematics 、 Regression 、 Mathematics 、 Ridge (differential geometry) 、 Constant (mathematics)
摘要: Justifying ridge regression from a geometrical perspective is one of the main contributions this paper. To best our knowledge, question has not been treated previously. This paper shows that particular case raising procedures provide greater flexibility by transforming matrix X associated with model. Thus, procedures, based on idea vectorial space columns X, lead naturally to and justify presence well‐known constant k diagonal X′X. also analyses compares different alternatives respect collinearity mitigation. The results are illustrated an empirical application.
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