A modelling framework for regression with collinearity

DOI10.1016/j.jspi.2023.07.001zbMath1519.62013arXiv2301.03015MaRDI QIDQ6049416

Takaki Hayashi, Hiroshi Kurata, Takeaki Kariya

Publication date: 15 September 2023

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2301.03015

zbMATH Keywords

OLScollinearity effectempirically effective modellingmodel selection process

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20)

Cites Work

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• Collinearity and least squares regression
• Estimable group effects for strongly correlated variables in linear models
• Principal component analysis.
• Improved Empirical Bayes Ridge Regression Estimators Under Multicollinearity
• Number of predictors and multicollinearity: What are their effects on error and bias in regression?
• Regularization and Variable Selection Via the Elastic Net
• Testing Statistical Hypotheses
• Theory of Preliminary Test and Stein‐Type Estimation With Applications

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