Solving multicollinearity problem using ridge regression models

zbMATH Open1225.62097MaRDI QIDQ3097142FDOQ3097142

Authors: M. El Dereny, N. I. Rashwan 

Publication date: 15 November 2011

Full work available at URL: http://www.m-hikari.com/ijcms-2011/9-12-2011/index.html

Recommendations

• scientific article; zbMATH DE number 3852242
• Modified ridge regression parameters: a comparative Monte Carlo study
• Bayesian analysis in Ridge regression
• Partial ridge regression under multicollinearity
• A comparison of some new and old robust ridge regression estimators

zbMATH Keywords

ordinary least squaresgeneralized ridge regressionbiased ridge parameterdirected ridge regressionordinary ridge regression

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Cited In (12)

• Big data analytics: an aid to detection of non-technical losses in power utilities
• Using ridge regression to estimate factors affecting the number of births. A comparative study
• A simulation study on SPSS ridge regression and ordinary least squares regression procedures for multicollinearity data
• A new accelerated algorithm for ill-conditioned ridge regression problems
• Advantage of ridge regression over LS in solving multicollinearity
• The complexity of primal-dual fixed point methods for ridge regression
• Partial ridge regression under multicollinearity
• Average ordinary least squares<scp>‐centered</scp> penalized regression: A more efficient way to address multicollinearity than ridge regression
• Title not available (Why is that?)
• Variant of greedy randomized Kaczmarz for ridge regression
• Variable selection under multicollinearity using modified log penalty
• Bayesian method for solving the problem of multicollinearity in regression

This page was built for publication: Solving multicollinearity problem using ridge regression models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3097142)