A sufficient condition for penalized polynomial regression to be invariant to translations of the predictor variables

02/11/2020

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by   J W R Martini, et al.

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Whereas translating the coding of predictor variables does not change the fit of a polynomial least squares regression, penalized polynomial regressions are potentially affected. A result on which terms can be penalized to maintain the invariance to translations of the coding has earlier been published. A generalization of a corresponding proposition, which requires a more precise mathematical framework, is presented in this short note.