Predictive Influence of Variables in a Multivariate Distribution in Presence of Perfect Multicollinearity

DOI10.1080/03610920701648805zbMath1318.62010OpenAlexW2151942445MaRDI QIDQ5450539

S. K. Bhattacharjee, Md. Nurul Haque Mollah

Publication date: 12 March 2008

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920701648805

zbMATH Keywords

Gaussian distributionKullback-Leibler divergencemulticollinearitypredictive distributionlinear regression modelBayesian approachclassical approachinfluence of variables

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Foundations and philosophical topics in statistics (62A01) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (1)

Predictive Influence of Unavailable Values of Future Explanatory Variables in a Linear Model

Cites Work

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