Enhancing accuracy in modelling highly multicollinear data using alternative shrinkage parameters for ridge regression methods
Abstract In this study, we introduce three new shrinkage parameters for ridge regression, which dynamically adjust the ridge penalty based on the properties of the data, particularly the multicollinearity structure. Using these new parameters, we develop three ridge condition-adjusted estimators (CA...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Nature Portfolio
2025-03-01
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| Series: | Scientific Reports |
| Subjects: | |
| Online Access: | https://doi.org/10.1038/s41598-025-94857-7 |
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