2007•Hydropower Automation and Dam MonitoringRequires access

Analysis of Ridge Regression for the Multicolinearity of Monitoring Data

Zhu Zhao-hui

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Abstract

Multicolinearity of hydraulic monitoring data is inevitable,and the traditional least square can not effectively identify the multicolinearity of independent variables and eliminate its negative effects on model precision.The causes of multicolinearity and its negative effects on regression models are analyzed,and its diagnosis methods are introduced.Ridge regression is introduced to analyze monitoring data,which is easy to program and the regression results are practical.A project example shows the rationality and practicability of ridge regression in hydraulic monitoring data analysis.

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What this paper is about

Multicolinearity of hydraulic monitoring data is inevitable,and the traditional least square can not effectively identify the multicolinearity of independent variables and eliminate its negative effects on model precision.The causes of multicolinearity and its negative effects on regression models are analyzed,and its diagnosis methods are introduced.Ridge regression is introduced to analyze monitoring data,which is easy to program and the regression results are practical.A project example shows the rationality and practicability of ridge regression in hydraulic monitoring data analysis.

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Available abstract

Multicolinearity of hydraulic monitoring data is inevitable,and the traditional least square can not effectively identify the multicolinearity of independent variables and eliminate its negative effects on model precision.The causes of multicolinearity and its negative effects on regression models are analyzed,and its diagnosis methods are introduced.Ridge regression is introduced to analyze monitoring data,which is easy to program and the regression results are practical.A project example shows the rationality and practicability of ridge regression in hydraulic monitoring data analysis.

Key concepts: Multicollinearity, Regression analysis, Regression, Ridge, Statistics, Linear regression, Mathematics, Geology

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