Obtaining a threshold for the Stewart index and its extension to ridge regression
DOI10.1007/S00180-020-01047-2zbMATH Open1505.62354OpenAlexW3108843976MaRDI QIDQ2032201FDOQ2032201
Authors: Ainara Rodríguez-Sánchez, Román Salmerón-Gómez, Catalina García-García 
Publication date: 16 June 2021
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-020-01047-2
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Cites Work
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Ridge Regression: Applications to Nonorthogonal Problems
- Collinearity and least squares regression
- Ridge Regression in Practice
- Standardization of Variables and Collinearity Diagnostic in Ridge Regression
- Diagnosis and quantification of the non-essential collinearity
- Title not available (Why is that?)
- Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
- Transformation of variables and the condition number in ridge estimation
- A new accelerated algorithm for ill-conditioned ridge regression problems
- Variance Inflation Factor and Condition Number in multiple linear regression
- The coefficient of determination in the ridge regression
- Comment on “A Note on Collinearity Diagnostics and Centering” by Velilla (2018)
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