A VIF-based optimization model to alleviate collinearity problems in multiple linear regression

DOI10.1007/s00180-014-0504-3zbMath1306.65077OpenAlexW2000378074WikidataQ57440366 ScholiaQ57440366MaRDI QIDQ2259805

Hsun-Jung Cho, Chien-Chia Liäm Huang, Yow-Jen Jou

Publication date: 5 March 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-014-0504-3

zbMATH Keywords

convex optimizationvariance inflation factormulticollearity

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Applications of mathematical programming (90C90)

Related Items (5)

Integer constraints for enhancing interpretability in linear regression ⋮ Shrinkage parameter selection via modified cross-validation approach for ridge regression model ⋮ The red indicator and corrected VIFs in generalized linear models ⋮ A new multicollinearity diagnostic for generalized linear models ⋮ Difference-based matrix perturbation method for semi-parametric regression with multicollinearity

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Effects of collinearity on information about regression coefficients
• The problem of near-multicollinearity revisited: erratic vs systematic volatility.
• Least angle regression. (With discussion)
• The corrected VIF (CVIF)
• Stahel-Donoho estimators with cellwise weights
• Combining Unbiased Ridge and Principal Component Regression Estimators
• A New Measure of Multicollinearity in Linear Regression Models
• EF-equivalent not isomorphic pair of models
• On the Inverse of the Sum of Matrices
• Collinearity and Total Least Squares
• Clarifying the role of mean centring in multicollinearity of interaction effects
• A Statistical View of Some Chemometrics Regression Tools
• Test for the equality of several correlation coefficients
• Using Liu-Type Estimator to Combat Collinearity
• VIF Regression: A Fast Regression Algorithm for Large Data
• Nonlinear Programming
• Regression Analysis by Example
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Collinearity and two-step estimation of sample selection models: Problems, origins, and remedies
• Multiobjective regression modification for collinearity

This page was built for publication: A VIF-based optimization model to alleviate collinearity problems in multiple linear regression