Multicolinearity and ridge regression: results on type I errors, power and heteroscedasticity
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Cites work
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- A sharper Bonferroni procedure for multiple tests of significance
- A Statistical View of Some Chemometrics Regression Tools
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- Performance of Some New Ridge Regression Estimators
- Regularization and Variable Selection Via the Elastic Net
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Robust ridge and robust Liu estimator for regression based on the LTS estimator
- Tests for regression models with heteroskedasticity of unknown form
- Tests of regression coefficients under ridge regression models
- Within groups analysis of covariance: multiple comparisons at specified design points using a robust measure location when there is curvature
Cited in
(4)- scientific article; zbMATH DE number 5501321 (Why is no real title available?)
- A simple test for spatial heteroscedasticity in spatially varying coefficient models
- A simulation study on the size and power properties of some ridge regression tests
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