Ridge Regression Calculator

Here you can calculate a Ridge Regression online simply copy your data into the table above. Then select a metric dependent variable and one or more independent variables.

Ridge Regression

Ridge regression is a form of linear regression that includes an L₂ penalty on the size of the coefficients. It’s designed to address multicollinearity and overfitting by shrinking the regression coefficients toward zero (but not exactly zero).

Unlike lasso regression, ridge regression performs no variable selection: every predictor stays in the model and only its influence is dampened.

For an overview of all the available methods, see the regression analysis overview. If your dependent variable is categorical, use logistic regression instead.