Average ordinary least squares<scp>‐centered</scp> penalized regression: A more efficient way to address multicollinearity than ridge regression

DOI10.1111/STAN.12263MaRDI QIDQ6089391zbMATH OpenOpenAlexFDO

Authors

Publication date 14 December 2023

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/stan.12263

zbMATH Keywords

average OLS-centered penalized regressionmulticollinearityridge regressionshrinkage center

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Recommendations

• Poisson average maximum likelihood-centered penalized estimator: a new estimator to better address multicollinearity in Poisson regression
• Solving multicollinearity problem using ridge regression models
• Bayesian method for solving the problem of multicollinearity in regression
• scientific article; zbMATH DE number 168457
• Partial ridge regression under multicollinearity

Cites work

• A simulation study of some biasing parameters for the ridge type estimation of Poisson regression
• A simulation study of some ridge regression estimators under different distributional assump\-tions
• Asymptotic optimality of \(C_ L\) and generalized cross-validation in ridge regression with application to spline smoothing
• scientific article; zbMATH DE number 3584805 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Regularization and Variable Selection Via the Elastic Net
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Sparsity and Smoothness Via the Fused Lasso
• The Adaptive Lasso and Its Oracle Properties

Cited in

(2)

• Poisson average maximum likelihood-centered penalized estimator: a new estimator to better address multicollinearity in Poisson regression
• Logistic average maximum likelihood-centered penalized estimator: a new estimator to better address multicollinearity in Logistic regression

This page was built for publication: Average ordinary least squares<scp>‐centered</scp> penalized regression: A more efficient way to address multicollinearity than ridge regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6089391)