Mitigating collinearity in linear regression models using ridge, surrogate and raised estimators

DOI10.1080/23311835.2016.1144697MaRDI QIDQ4966735zbMATH OpenOpenAlexFDO

Authors Diarmuid O'Driscoll, Donald E. Ramirez

Publication date 27 June 2019

Published in Cogent Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1080/23311835.2016.1144697

zbMATH Keywords

collinearityridge estimatorsraise estimatorssurrogate estimators

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• A method for the solution of certain non-linear problems in least squares
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• Anomalies in the Foundations of Ridge Regression
• Collinearity: revisiting the variance inflation factor in ridge regression
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
• Response surface designs using the generalized variance inflation factors
• Revision: variance inflation in regression
• Ridge Regression in Practice
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Solving Systems of Linear Equations With a Positive Definite, Symmetric, but Possibly Ill-Conditioned Matrix
• Surrogate models in ill-conditioned systems
• The Early Use of Matrix Diagonal Increments in Statistical Problems
• The successive raising estimator and its relation with the ridge estimator
• Tracking MSE efficiencies in ridge regression

Cited in

(3)

• The raise estimator estimation, inference, and properties
• A Geometrical Interpretation of Collinearity: A Natural Way to Justify Ridge Regression and Its Anomalies
• The successive raising estimator and its relation with the ridge estimator

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