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

DOI10.1080/03610928308828603zbMATHOpenAlexMaRDI QIDQ3703133FDO

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

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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• A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
• Advantages of Examining Multicollinearities in Regression Analysis
• Augmented Robust Estimators
• Bayes's theorem and the use of prior knowledge in regression analysis
• Bounded-leverage weights for robust regression estimators
• Building Multiple Regression Models Interactively
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
• Robust Statistics

Cited in

(18)

• Revision: variance inflation in regression
• Una caracterizacion aproximada de casos influyentes en multicolinealidad
• Bayesian estimation of the log-linear exponential regression model with censorship and collinearity
• Predictive Influence of Variables in a Multivariate Distribution in Presence of Perfect Multicollinearity
• Predictability measures for ridge regression models
• Collinearity in generalized linear models
• On eigenvalues, case deletion and extremes in regression
• A note on the behaviour of augmented principal-component plots in regression
• Detection of collinearity- influential observations
• On the potential in the estimation of linear functions in regression
• Selecting the optimum k in ridge regression
• Investigating multicollinearity in factors affecting number of born children in Iraq
• Latent root regression: a biased regression methodology for use with collinear predictor variables
• New heteroscedasticity-adjusted ridge estimators in linear regression model
• Collinearity detection in linear regression models
• Ill-conditioning and multicollinearity
• Handling multicollinearity in quantile regression through the use of principal component regression
• Clarifying the role of mean centring in multicollinearity of interaction effects

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