<?xml version="1.0" encoding='utf-8'?>
<!DOCTYPE wml PUBLIC "-//WAPFORUM//DTD WML 1.1//EN" "http://www.wapforum.org/DTD/wml_1.1.xml">
<wml>
<card id="card1" title="Ridge regression - Page 5 - Wikipedia">
<p>
<a accesskey="1" href="page.php?w=Ridge_regression&amp;p=4">1.Previous</a><br />
<a accesskey="3" href="page.php?w=Ridge_regression&amp;p=6">3.Next</a>
</p>
<p>Compared to the ordinary least squares estimator, the simple ridge estimator has an extra term  in the denominator: </p>

<p>where  is the <a href="page.php?w=regressand">regressand</a> or response vector,  is the <a href="page.php?w=design_matrix">design matrix</a>,  is the <a href="page.php?w=identity_matrix">identity matrix</a>, and the ridge (or Tikhonov) regularization parameter  serves as the constant shifting the diagonals of the moment matrix. It can be shown that this estimator is the solution to the <a href="page.php?w=least_squares">least squares</a></p><p>
<a accesskey="1" href="page.php?w=Ridge_regression&amp;p=4">1.Previous</a><br />
<a accesskey="3" href="page.php?w=Ridge_regression&amp;p=6">3.Next</a>
</p>

<do type="prev" label="Search">
        <go href="search.wml"/>
</do>

</card>
</wml>
