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An application of ridge regression analysis in the study of syphilis data
Author(s) -
Hadgu Alula
Publication year - 1984
Publication title -
statistics in medicine
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.996
H-Index - 183
eISSN - 1097-0258
pISSN - 0277-6715
DOI - 10.1002/sim.4780030311
Subject(s) - multicollinearity , ridge , regression , ordinary least squares , regression analysis , statistics , principal component regression , robust regression , regression diagnostic , partial least squares regression , total least squares , mathematics , computer science , polynomial regression , geography , cartography
We provide a brief summary of the theory of ridge regression, regress reported rates of congenital syphilis on three stages of adult syphilis using both ridge regression and least squares techniques, and discuss the results. We also develop a principal components regression model for the same example and compare the results. The example demonstrates the usefulness of ridge regression to handle multicollinearity in data. Problems of overestimation and instability associated with ordinary least squares estimates of these non‐orthogonal data diminish with use of the ridge regression techniques.