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Journal : Journal of Multidisciplinary Applied Natural Science

Performance of Ridge Regression, Least Absolute Shrinkage and Selection Operator, and Elastic Net in Overcoming Multicollinearity Saputro, Dewi Retno Sari; Wahyu, Nugroho Lambang; Widyaningsih, Yekti
Journal of Multidisciplinary Applied Natural Science Vol. 5 No. 2 (2025): Journal of Multidisciplinary Applied Natural Science
Publisher : Pandawa Institute

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47352/jmans.2774-3047.251

Abstract

Multicollinearity is a violation of assumptions in multiple linear regression analysis that can occur if there is a high correlation between the independent variables. Likewise, the variants of multiple linear regression models such as the Geographically Weighted Regression model (GWR). Multicollinearity causes parameter estimation using the Quadratic Method (QM) unstable and produces a large variance. On the other hand, what is expected in the estimation parameters is an estimate with a minimum variance, even though it is biased. Thus, one way to overcome multicollinearity can be to use biased estimators, such as Ridge Regression (RR), Least Absolute Shrinkage and Selection Operator (LASSO), and Elastic Net (EN). In RR, the Least Square Method (LSM) coefficient is reduced to zero but it can’t select the independent variable. However, the parameter model obtained from the Ridge Regression is biased, and the variance of the resulting regression coefficients is relatively tiny. In addition, the RR is increasingly difficult to understand if a huge number of independent variables are used. Meanwhile, LASSO is a computational method that uses quadratic programming and can act out the RR principles and perform variable selection. The LASSO method became known after discovering the Least-Angle Regression (LARS) algorithm. The LASSO method can reduce the LSM coefficient to zero to perform variable selection. LASSO also has a weakness, so EN is used. In this article, the performance of the three methods is compared from the mathematical aspect. The performance of each is written as follows, RR is helpful for clustering effects, where collinear features can be selected together; LASSO is proper for feature selection when the dataset has features with poor predictive power and EN combines LASSO and RR, which has the potential to lead to simple and predictive models.
Co-Authors Ade Susanti Adhitama, Ria Puan Adzakie, Haabi Luckmanoor Agung Nugroho, Tri Wahyu Agung Nugroho, Tri Wahyu Ahmad Faqihi, Ahmad Aji Hamim Wigena Al Barra, Andre Fajry Alfa Lutfiananda, Immas Metika Anik Djuraidah Antoni Wibowo Antoni Wibowo Ariati, Lia Arif Rahman Arrazaq, Khamid Muhammad Astutiningsih, Tiyas ‘Aini, Addin Zuhrotul Baharum, Aslina Budi Usodo Budi Usodo BUDIYONO Budiyono Budiyono Budiyono Budiyono Budiyono, Budiyono Cahyono, Heri Christy, Alexander Yonathan Dewi, Noviana Sukma Doni Susanto dwi hidayati Gustiasih, Restuning Harun Al Rasyid Heri Cahyono Ikawati, Nur Ikhsan Abdul Latif Indriati, Sela Putri Joko Domas, Joko Khairina, Fadiah Khamsatul Faizati, Khamsatul Khayati, Fitrotul Khomariah, Nurul Kiki Riska Ayu Kurniawati, Kiki Riska Ayu Kusuma, Nunung Fajar Kusumo, Fahri Aimar M Mardiyana, M Maharani, Swasti Marchamah Ulfa, Marchamah Mardiyana Mardiyana Mardiyana Mardiyana Mardiyana Mardiyana Mardiyana, Mardiyana Mardiyana, Mardiyana Muhamad Safa’udin, Muhamad Muslikhah, Muslikhah Musmiratul Uyun Musta'in, Ghufron Nanang Nabhar Fakhri Auliya, Nanang Nabhar Nanda Noor Fadjrin, Nanda Noor Ningrum, Hanifah Listya Ni’am, Dafi’ Ichsani Aysar Nughthoh Arfawi Kurdhi, Nughthoh Arfawi Nugroho Arif Sudibyo Nurul Khairiatin Nida Pambudi, Pangesti Arum Paryatun, Suji Paryatun, Suji Pradipta Annurwanda, Pradipta Prasetyo, Heri Pratama, Rizcka Indah Hani Prihastini Oktasari Putri Primasari, Dessy Marlinda Purnami Widyaningsih Purwaningsih, Tri Purwaningsih, Tri Putera Khano, Muhammad Nazhif Abda Putri, Diah Purwaning Putri, Matin Enggar Rahman, Arif Ramadhanti, Fajhria Budi Ririn Setyowati Riyadi Riyadi Riyansyah, Husnun Nur Ghiffari Putri Rizky Anggar Kusuma Wardani Safa’udin, Muhamad Santika, Putri Aura Sena, Arya Bima Setiyowati, Ririn Sidiq, Krisna Sujadi, Imam Sulistyaningsih Sulistyaningsih Suprapto, Suprapto Suryani, S Susanti, Ika Sutanto sutanto sutanto Sutanto Sutanto Tanjung, Andjani Ayu Cahaya Ummu Salamah Utami, Dwi Sari Utin Desy Susiaty Wahyu, Nugroho Lambang Wibowo, Gusti Ngurah Adhi Widiyaningsih, Purnami Winarno, Bowo YAFITA ARFINA MUTI Yekti Widyaningsih Yumaroh, Siti Roqhilu Zaidah Nurul Hasanah