Difference-based matrix perturbation method for semi-parametric regression with multicollinearity

DOI10.1080/02664763.2016.1247790MaRDI QIDQ5138695zbMATH OpenOpenAlexFDO

Authors Chien-Chia Liäm Huang, Yow-Jen Jou, Hsun-Jung Cho

Publication date 4 December 2020

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2016.1247790

zbMATH Keywords

biased estimationcollinearitydiagnosticpartial linear modelsvariance inflation factor

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Diagnostics, and linear inference and regression (62J20)

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Cites work

• A new multicollinearity diagnostic for generalized linear models
• A note on Stein-type shrinkage estimator in partial linear models
• A VIF-based optimization model to alleviate collinearity problems in multiple linear regression
• An elementary estimator of the partial linear model
• Difference based ridge and Liu type estimators in semiparametric regression models
• Difference-based ridge estimator of parameters in partial linear model
• Feasible ridge estimator in seemingly unrelated semiparametric models
• scientific article; zbMATH DE number 3753890 (Why is no real title available?)
• scientific article; zbMATH DE number 47363 (Why is no real title available?)
• Ridge estimation in logistic regression
• Ridge estimation of a semiparametric regression model
• Ridge regression methodology in partial linear models with correlated errors
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Seemingly unrelated ridge regression in semiparametric models
• Semiparametric Regression for the Applied Econometrician
• Shrinkage ridge regression in partial linear models

Cited in

(3)

• A VIF-based optimization model to alleviate collinearity problems in multiple linear regression
• VIF-based adaptive matrix perturbation method for heteroskedasticity-robust covariance estimators in the presence of multicollinearity
• Variable selection under multicollinearity using modified log penalty

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