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A Misuse of Ridge Regression in the Calibration of a Near Infrared Reflectance Instrument
Author(s) -
Fearn T.
Publication year - 1983
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2348045
Subject(s) - calibration , ridge , reflectivity , remote sensing , near infrared reflectance spectroscopy , geology , near infrared spectroscopy , statistics , optics , mathematics , geography , cartography , physics
SUMMARY An example is presented of regression data which, despite high correlations between the explanatory variables, are not suitable for the application of ridge regression. This is because the relevant information in the explanatory variables is associated with small eigenvalues of their correlation matrix.