A new multicollinearity diagnostic for generalized linear models

DOI10.1080/02664763.2015.1126239MaRDI QIDQ5138141zbMATH OpenOpenAlexFDO

Authors Chien-Chia Liäm Huang, Yow-Jen Jou, Hsun-Jung Cho

Publication date 3 December 2020

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2015.1126239

zbMATH Keywords

collinearitycondition numberdiagnosticgeneralized linear modelsvariance inflation factor

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Diagnostics, and linear inference and regression (62J20)

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Cites work

• A VIF-based optimization model to alleviate collinearity problems in multiple linear regression
• Alternative estimators in logistic regression when the data are collinear
• Collinearity in generalized linear models
• Collinearity in generalized linear regression
• Collinearity: revisiting the variance inflation factor in ridge regression
• Combining Unbiased Ridge and Principal Component Regression Estimators
• scientific article; zbMATH DE number 3753890 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• On ridge parameters in logistic regression
• Regression Analysis by Example
• Ridge estimation in logistic regression
• Ridge Estimators in Logistic Regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• The Group Lasso for Logistic Regression

Cited in

(6)

• A Novel Collinearity-Influential Observation Diagnostic Measure Based on a Group Deletion Approach
• A multicollinearity diagnostic for models fit to censored data
• The red indicator and corrected VIFs in generalized linear models
• Collinearity diagnostic applied in ridge estimation through the variance inflation factor
• Difference-based matrix perturbation method for semi-parametric regression with multicollinearity
• The iterative restricted r − k class estimator with exact linear restrictions in generalized linear models: theory, simulation and application

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