Ridge Regression Calculator
Fit two standardized predictors with an unpenalized intercept and an explicit ridge penalty.
YOUR CALCULATION
Result
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Calculation steps
Work through one step at a time or reveal the complete calculation. The steps use your current inputs.
How to calculate
Center and scale each predictor separately and penalize standardized slopes only.
β=(ZᵀZ+λI)⁻¹Zᵀ(y−mean y); each predictor uses population-SD scaling
Worked example
As lambda grows, both standardized slopes approach zero and predictions approach the response mean.
Assumptions and input details
Two nonconstant predictors, positive lambda, summed rather than averaged residual objective. No cross-validation, penalty selection, coefficient significance or causal interpretation.
Using this calculator
Can I enter my own problem?
Yes. Replace the example values with your own inputs. The result, calculation steps, tables and applicable diagrams update from those inputs. Blank or invalid values clear the result; example values are never silently substituted for missing inputs.
Are the results exact?
Results use floating-point arithmetic and displayed rounding. Read the formula, assumptions and any stated data precision before interpreting the result.
Is my input uploaded?
The calculation runs in your browser. No account, file upload or external AI service is required. Inputs are not saved between page reloads.
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