Predictive Influence of Variables in a Multivariate Distribution in Presence of Perfect Multicollinearity

DOI10.1080/03610920701648805MaRDI QIDQ5450539zbMATH OpenOpenAlexFDO

Authors Md. Nurul Haque Mollah, S. K. Bhattacharjee

Publication date 12 March 2008

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920701648805

zbMATH Keywords

Bayesian approachclassical approachGaussian distributioninfluence of variablesKullback-Leibler divergencelinear regression modelmulticollinearitypredictive distribution

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Approximations to statistical distributions (nonasymptotic) (62E17) Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• A Predictive View of the Detection and Characterization of Influential Observations in Regression Analysis
• Applied regression analysis bibliography update 1994-97
• Exploring Latent Structure of Mixture ICA Models by the Minimum β-Divergence Method
• Introduction to linear regression analysis.
• On a Measure of the Information Provided by an Experiment
• On Information and Sufficiency
• Robust Blind Source Separation by Beta Divergence
• The Hat Matrix in Regression and ANOVA
• The influence of variables in a logistic model

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(4)

• Predictive influence of unavailable values of future explanatory variables in a linear model
• Regresion analysis with multicollinear predictor variables: definition, derection, and effects
• The predictive influence of variables in a Normal Regression Model
• Predictive Influence of Variables in a Linear Regression Model when the Moment Matrix is Singular

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