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

DOI10.1080/02664760500078946zbMATH Open1121.62528OpenAlexW1977884289MaRDI QIDQ3592012FDOQ3592012

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

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zbMATH Keywords

ridge regressionsimulationeigenvalueseigenvectorsleast squares regression

Mathematics Subject Classification ID

Statistics (62-XX)

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
• Collinearity: revisiting the variance inflation factor in ridge regression
• Application of ridge regression and factor analysis in design and production of alloy wheels
• Performance of some ridge regression estimators for the multinomial logit model
• On Some Ridge Regression Estimators: An Empirical Comparisons
• A Note on a Commonly Used Ridge Regression Monte Carlo Design
• Standardization of Variables and Collinearity Diagnostic in Ridge Regression
• A simulation study of some ridge regression estimators under different distributional assump\-tions

Uses Software

• SPSS

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