A test for population collinearity. A Kullback-Leibler information approach

DOI10.1016/0020-0255(96)00042-4MaRDI QIDQ1373389zbMATH OpenOpenAlexFDO

Authors José-Luis Guerrero-Cusumano

Publication date 17 December 1997

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0020-0255(96)00042-4

zbMATH Keywords

collinearityKullback-Leibler information

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Diagnostics, and linear inference and regression (62J20)

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Cites work

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• Laws of Information which Govern Systems
• Meaningful Multicollinearity Measures
• Multivariate mutual information

Cited in

(3)

• A New Measure of Multicollinearity in Linear Regression Models
• Independent Component Analysis and Immunization: An Exploratory Study
• New bounds for the empirical robust Kullback-Leibler divergence problem

Describes a project that uses

Uses Software

• Mathematica

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