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RIDGE REGRESSION AND THE MULTICOLLINEARITY PROBLEM IN FINANCIAL RESEARCH: A CASE STUDY
Author(s) -
Marquette R. Penny,
Johnson Dana
Publication year - 1980
Publication title -
journal of financial research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.319
H-Index - 49
eISSN - 1475-6803
pISSN - 0270-2592
DOI - 10.1111/j.1475-6803.1980.tb00035.x
Subject(s) - multicollinearity , ridge , citation , state (computer science) , economics , library science , actuarial science , history , regression analysis , computer science , mathematics , statistics , geography , cartography , algorithm