Physical Sciences and Mathematics Commons^™

Pre-Tuned Ridge Regression And Its Extension To Generalized Linear Models, Yaa Tawiah Wonkye

Open Access Theses & Dissertations

Ridge regression is regularization or shrinkage method and a common approach in dealing with multicollinearity in conventional regression analysis. Ridge regression is widely used by statistical analyst since it is one of the best compared to other regularization methods. Also, the introduction of high dimension and ultra-high dimensional data has become an issue of concern and ridge regression is one way of dealing with such data. One of the key issues associated with ridge regression is the determination of the tuning or ridge parameter. The common practice is to fit ridge regression for a different number of values of tuning …