Ridge regression in prediction problems: automatic choice of the ridge parameter.

ABSTRACT: To date, numerous genetic variants have been identified as associated with diverse phenotypic traits. However, identified associations generally explain only a small proportion of trait heritability and the predictive power of models incorporating only known-associated variants has been small. Multiple regression is a popular framework in which to consider the joint effect of many genetic variants simultaneously. Ordinary multiple regression is seldom appropriate in the context of genetic data, due to the high dimensionality of the data and the correlation structure among the predictors. There has been a resurgence of interest in the use of penalised regression techniques to circumvent these difficulties. In this paper, we focus on ridge regression, a penalised regression approach that has

SUBMITTER: Cule E 

PROVIDER: S-EPMC4377081 | biostudies-literature | 2013 Nov

REPOSITORIES: biostudies-literature