A comparison of various methods for multivariate regression with highly collinear variables

DOI10.1007/S10260-006-0025-5zbMATH Open1405.62096OpenAlexW2123201958MaRDI QIDQ635880FDOQ635880

Authors: Henk A. L. Kiers, Age K. Smilde 

Publication date: 25 August 2011

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-006-0025-5

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zbMATH Keywords

multivariate regressionmulticollinearityprincipal component regressionPLSpower regressionprincipal covariate regression

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05)

Cites Work

• The elements of statistical learning. Data mining, inference, and prediction
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• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Reduced-rank regression for the multivariate linear model
• The Collinearity Problem in Linear Regression. The Partial Least Squares (PLS) Approach to Generalized Inverses
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• Redundancy analysis: an alternative for canonical correlation analysis
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• Joint Continuum Regression for Multiple Predictands
• Majorization as a tool for optimizing a class of matrix functions

Cited In (15)

• Number of predictors and multicollinearity: What are their effects on error and bias in regression?
• PLS and PCA regression as solution to the multicollinearity problem in multiple regression
• A heuristic approach to combat multicollinearity in least trimmed squares regression analysis
• Correlated component regression: re-thinking regression in the presence of near collinearity
• Multiobjective regression modification for collinearity
• The Collinearity Problem in Linear Regression. The Partial Least Squares (PLS) Approach to Generalized Inverses
• A systematic study into the factors that affect the predictive accuracy of multilevel VAR(1) models
• Robust principal components regression
• Simulation experiments with CWA, a new stable regression algorithm, and comparisons with two other stable regression algorithms
• Confronting collinearity in environmental regression models: evidence from world data
• Regression methods for high dimensional multicollinear data
• A simulation study on comparison of prediction methods when only a few components are relevant
• Correlation weights in multiple regression
• Factor analysis regression
• Principal covariates clusterwise regression (PCCR): accounting for multicollinearity and population heterogeneity in hierarchically organized data

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