Ridge regularization for spatial autoregressive models with multicollinearity issues

DOI10.1007/S10182-024-00496-0MaRDI QIDQ7000727zbMATH OpenFDO

Authors Cristina O. Chavez-Chong, Cécile Hardouin, Ana K. Fermín

Publication date 7 April 2025

Published in AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10182-024-00496-0

zbMATH Keywords

multicollinearitypermutation testsridge regularizationspatial autoregressive modelsspatial cross-validationvariable importance

Mathematics Subject Classification ID

Statistics (62-XX) Computer science (68-XX)

Cites work

• A test for the serial independence of residuals
• Beyond support in two-stage variable selection
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• Permutation Tests for Linear Models
• Regularization and Variable Selection Via the Elastic Net
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Tests of regression coefficients under ridge regression models

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