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

DOI10.1007/S10260-006-0025-5MaRDI QIDQ635880zbMATHOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 4163945 (Why is no real title available?)
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• Joint Continuum Regression for Multiple Predictands
• Majorization as a tool for optimizing a class of matrix functions
• Reduced-rank regression for the multivariate linear model
• Redundancy analysis: an alternative for canonical correlation analysis
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• The Collinearity Problem in Linear Regression. The Partial Least Squares (PLS) Approach to Generalized Inverses
• The elements of statistical learning. Data mining, inference, and prediction

Cited in

(16)

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

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