Mixed integer quadratic optimization formulations for eliminating multicollinearity based on variance inflation factor

DOI10.1007/s10898-018-0713-3zbMath1421.90093MaRDI QIDQ2633546

Yuichi Takano, Tomomi Matsui, Ryuhei Miyashiro, Kazuhide Nakata, Ken Kobayashi, Ryuta Tamura

Publication date: 9 May 2019

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-018-0713-3

zbMATH Keywords

integer programming; subset selection; statistics; multiple linear regression; multicollinearity; variance inflation factor

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

90C11: Mixed integer programming

90C20: Quadratic programming

Uses Software

• R
• UCI-ml
• CPLEX
• Gurobi
• MAIC

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