We can do something about multicollinearity

DOI10.1080/03610928408828667MaRDI QIDQ3685918zbMATH OpenOpenAlexFDO

Authors R. E. Kalman

Publication date 1984

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928408828667

zbMATH Keywords

rankdecompositionmulticollinearityrealization theoryFrisch schemeprejudiceconfluence analysistrue value componentuncorrelated noise component

Mathematics Subject Classification ID

Multivariate analysis (62H99) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Recommendations

• Collinearity detection in linear regression models
• A New Measure of Multicollinearity in Linear Regression Models
• Collinearity and least squares regression. With discussion
• scientific article; zbMATH DE number 3974105
• Using factor and regression analysis to solve collinearity in regression models

Cited in

(11)

• The rank of reduced dispersion matrices
• A simple way to deal with multicollinearity
• Residualization: justification, properties and application
• Exploring multicollinearity using a random matrix theory approach
• From time series to linear system, III: Approximate modelling
• Multicolinearity detection by means of the \(h\)-plot of the correlation matrix inverse
• The problem of near-multicollinearity revisited: erratic vs systematic volatility.
• A comparison of simultaneous-equations, weighted regression, and noise- in-variables models
• Using factor and regression analysis to solve collinearity in regression models
• Generating artificial data with preassigned degree of multicollinearity by using singular value decomposition
• A New Measure of Multicollinearity in Linear Regression Models

This page was built for publication: We can do something about multicollinearity

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3685918)