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

DOI10.1016/0020-0255(96)00042-4zbMATH Open0882.62004OpenAlexW1971335430MaRDI QIDQ1373389FDOQ1373389

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

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zbMATH Keywords

collinearityKullback-Leibler information

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• A Mathematical Theory of Communication
• Collinearity and least squares regression
• An informational measure of correlation
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• Title not available (Why is that?)
• CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
• Title not available (Why is that?)
• Laws of Information which Govern Systems
• Meaningful Multicollinearity Measures
• Title not available (Why is that?)
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• Multivariate mutual information
• Title not available (Why is that?)

Cited In (3)

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

Uses Software

• Mathematica

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