השוואת שיטות

	רגרסיה לינארית מרובת משתנים	רגרסיית רכס
תחום	סטטיסטיקה	למידת מכונה
משפחה	Regression model	Machine learning
שנת המקור	2007	1970
הוגה השיטה	Johnson & Wichern (textbook treatment); classical multivariate least squares	Hoerl, A.E. & Kennard, R.W.
סוג	Multivariate linear regression	L2-regularized linear regression
מקור מכונן	Johnson, R. A. & Wichern, D. W. (2007). Applied Multivariate Statistical Analysis (6th ed.). Pearson. ISBN: 978-0131877153	Hoerl, A.E. & Kennard, R.W. (1970). Ridge Regression: Biased Estimation for Nonorthogonal Problems. Technometrics, 12(1), 55–67.
כינויים	multivariate multiple regression, MLR with multiple dependent variables, multiple-outcome regression, Çok Değişkenli Regresyon (MLR — Çoklu DV)	Ridge Regresyonu, ridge regresyonu, L2-regularized regression, Tikhonov regularization
קשורות	5	4
תקציר	Multivariate regression is a linear regression method that predicts several continuous dependent variables at the same time from a shared set of predictors. As developed in standard treatments such as Johnson and Wichern's Applied Multivariate Statistical Analysis (2007), each response equation can be fitted by ordinary least squares while the covariance structure of the residuals is used for joint testing across outcomes.	Ridge Regression is an L2-regularized linear regression method, introduced by Arthur Hoerl and Robert Kennard in 1970, that reduces multicollinearity by adding a penalty on the size of the coefficients. It shrinks coefficients toward zero without setting any of them exactly to zero, producing more stable estimates when predictors are highly correlated.