Partial ridge regression under multicollinearity

DOI10.1080/02664763.2016.1181726MaRDI QIDQ5138178OpenAlexFDO

Authors

Publication date 3 December 2020

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

Full work available at URL https://doi.org/10.1080/02664763.2016.1181726

zbMATH Keywords

matrix factorizationridge regressionlinear modelsmulticollinearity

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 3537102 (Why is no real title available?)
• scientific article; zbMATH DE number 3443026 (Why is no real title available?)
• A Simulation Study of Some Ridge Estimators
• A simulation study of some ridge regression estimators under different distributional assump\-tions
• Choosing Ridge Parameter for Regression Problems
• Collinearity: revisiting the variance inflation factor in ridge regression
• Directed Ridge Regression Techniques in Cases of Multicollinearity
• Introduction to linear regression analysis.
• Latent Root Regression Analysis
• On developing ridge regression parameters: a graphical investigation
• Performance of some new preliminary test ridge regression estimators and their properties
• Ridge Regression in Practice
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Solving multicollinearity problem using ridge regression models

Cited in

(10)

• A novel comparison of shrinkage methods based on multi criteria decision making in case of multicollinearity
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• Volatility flocking by Cucker-Smale mechanism in financial markets
• Average ordinary least squares<scp>‐centered</scp> penalized regression: A more efficient way to address multicollinearity than ridge regression
• Solving multicollinearity problem using ridge regression models
• Investigating multicollinearity in factors affecting number of born children in Iraq
• Multicolinearity and ridge regression: results on type I errors, power and heteroscedasticity
• Variable selection under multicollinearity using modified log penalty
• Simple and flexible Bayesian inferences for standardized regression coefficients
• A test of harmful multicollinearity: A generalized ridge regression approach

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