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Ridge TRACE Diagnostics

05/28/2020

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by Bob Obenchain, et al.

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We describe a new p-parameter generalized ridge-regression shrinkage-pattern recently implemented in the RXshrink CRAN R-package. The 5 different types of ridge TRACE displays discussed and illustrated here provide invaluable data-analytic insights and improved self-confidence to researchers and data scientists fitting linear models to ill-conditioned datasets.

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