An Application of the Local Influence Diagnostics to Ridge Regression Under Elliptical Model (Q3436020)
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scientific article; zbMATH DE number 5150077
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| English | An Application of the Local Influence Diagnostics to Ridge Regression Under Elliptical Model |
scientific article; zbMATH DE number 5150077 |
Statements
An Application of the Local Influence Diagnostics to Ridge Regression Under Elliptical Model (English)
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8 May 2007
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elliptical distributions
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ill-conditioned matrix
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local influence
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multicollinearity
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ridge regression
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multiple linear regression
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0.9141203761100768
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0.8559657335281372
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0.8387112021446228
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0.8301216959953308
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0.811959981918335
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