Regresion analysis with multicollinear predictor variables: definition, derection, and effects

DOI10.1080/03610928308828603zbMATH Open0581.62058OpenAlexW2003287964MaRDI QIDQ3703133FDOQ3703133

Authors: Richard F. Gunst 

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1080/03610928308828603

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zbMATH Keywords

outlierssurveyrobust estimationregression analysisBayesian modelingill-conditioningleast squares estimatorsbiased estimationmulticollinearity among predictor variables

Mathematics Subject Classification ID

Linear inference, regression (62J99)

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• Augmented Robust Estimators
• Building Multiple Regression Models Interactively
• Bounded-leverage weights for robust regression estimators
• Bayes's theorem and the use of prior knowledge in regression analysis
• Advantages of Examining Multicollinearities in Regression Analysis

Cited In (16)

• On the potential in the estimation of linear functions in regression
• Ill-conditioning and multicollinearity
• Revision: variance inflation in regression
• Predictability measures for ridge regression models
• Bayesian Estimation of the Log–linear Exponential Regression Model with Censorship and Collinearity
• Selecting the optimum k in ridge regression
• A note on the behaviour of augmented principal-component plots in regression
• Detection of collinearity- influential observations
• New heteroscedasticity-adjusted ridge estimators in linear regression model
• Predictive Influence of Variables in a Multivariate Distribution in Presence of Perfect Multicollinearity
• Una caracterizacion aproximada de casos influyentes en multicolinealidad
• Handling multicollinearity in quantile regression through the use of principal component regression
• Latent root regression: a biased regression methodology for use with collinear predictor variables
• Collinearity detection in linear regression models
• On eigenvalues, case deletion and extremes in regression
• Collinearity in generalized linear models

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