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Generalized Ridge Regression: Applications to Nonorthogonal Linear Regression Models

Year: 2025

Type: preprint

Abstract: This paper analyzes the possibilities of using the generalized ridge regression to mitigate multicollinearity in a multiple linear regression model. For this purpose, we obtain the expressions for the estimated variance, the coefficient of variation, the coefficient of correlation, the variance inflation factor and the condition number. The results obtained are illustrated with two numerical examples.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.2504.06171

Authors: Gómez, Román Salmerón, García, Catalina García, Reina, Guillermo Hortal

Institution: Universidad de Granada

Language: English

Topic: Advanced Statistical Methods and Models

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W4416530622

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