Handling multicollinearity in quantile regression through the use of principal component regression

DOI10.1007/S40300-022-00230-3MaRDI QIDQ2168550zbMATH OpenOpenAlexFDO

Authors Cristina Davino, Rosaria Romano, Domenico Vistocco

Publication date 31 August 2022

Published in Metron (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s40300-022-00230-3

zbMATH Keywords

collinearityleast squares regressionprincipal component regressionquantile regression

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

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• Handbook of quantile regression
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• Regresion analysis with multicollinear predictor variables: definition, derection, and effects
• Regression Quantiles
• Regularization and Variable Selection Via the Elastic Net
• Robust Tests for Heteroscedasticity Based on Regression Quantiles
• The effect of school quality on student performance: A quantile regression approach
• Variable selection in quantile regression
• Variable selection in quantile regression via Gibbs sampling

Cited in

(3)

• Testing heterogeneity in quantile regression: a multigroup approach
• Integrative tensor regression for stratified data with application to neuroimaging analysis
• Enhancing model predictions through the fusion of stein estimator and principal component regression

Describes a project that uses

Uses Software

• R

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