The principal advantage of this “ ridge regression ” approach (54) is that it eliminates the need for pivoting in the Cholesky decomposition update, thereby increasing execution speed. Additional advantages are that it increases numerical stability to help compensate for the bad numerical properties of the truncated power spline basis representation, and it applies a small overall shrinkage to the solution coefficients to help compensate for the selection bias inherent in stepwise regression procedures (see Copas, 1983).
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