Group least squares regression for linear models with strongly correlated predictor variables

DOI10.1007/s10463-022-00841-7arXiv1804.02499MaRDI QIDQ6175805

Min Tsao

Publication date: 18 August 2023

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.02499

zbMATH Keywords

linear modelsleast squares regressionmulticollinearitystrongly correlated predictor variablesgroup effects

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Estimable group effects for strongly correlated variables in linear models
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• Ridge regression:some simulations
• A Comparison of Least Squares and Latent Root Regression Estimators
• Biased Estimation in Regression: An Evaluation Using Mean Squared Error
• Ridge and related estimation procedures: theory and practice
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

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