A simulation study on SPSS ridge regression and ordinary least squares regression procedures for multicollinearity data

DOI10.1080/02664760500078946MaRDI QIDQ3592012zbMATH OpenOpenAlexFDO

Authors John Zhang, Mahmud Ibrahim

Publication date 11 September 2007

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664760500078946

zbMATH Keywords

ridge regressionsimulationeigenvalueseigenvectorsleast squares regression

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• Solving multicollinearity problem using ridge regression models
• Study of partial least squares and ridge regression methods
• A note on collinearity, bootstrapping, and cross-validation
• Modified ridge regression parameters: a comparative Monte Carlo study
• A comparison of some new and old robust ridge regression estimators

Cites work

• A Simulation Study of Some Ridge Estimators
• Ridge regression:some simulations

Cited in

(9)

• On a class of linear regression methods
• Using ridge regression to estimate factors affecting the number of births. A comparative study
• Performance of some ridge regression estimators for the multinomial logit model
• Standardization of Variables and Collinearity Diagnostic in Ridge Regression
• Collinearity: revisiting the variance inflation factor in ridge regression
• A simulation study of some ridge regression estimators under different distributional assump\-tions
• Application of ridge regression and factor analysis in design and production of alloy wheels
• On Some Ridge Regression Estimators: An Empirical Comparisons
• A note on a commonly used ridge regression Monte Carlo design

Describes a project that uses

Uses Software

• SPSS

This page was built for publication: A simulation study on SPSS ridge regression and ordinary least squares regression procedures for multicollinearity data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3592012)