Solving multicollinearity problem using ridge regression models

MaRDI QIDQ3097142zbMATH OpenFDO

Authors M. El Dereny, N. I. Rashwan

Publication date 15 November 2011

Full work available at URL http://www.m-hikari.com/ijcms-2011/9-12-2011/index.html

zbMATH Keywords

biased ridge parameterdirected ridge regressiongeneralized ridge regressionordinary least squaresordinary ridge regression

Mathematics Subject Classification ID

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

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(13)

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• Advantage of ridge regression over LS in solving multicollinearity
• A simulation study on SPSS ridge regression and ordinary least squares regression procedures for multicollinearity data
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• Variable selection under multicollinearity using modified log penalty
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• Average ordinary least squares<scp>‐centered</scp> penalized regression: A more efficient way to address multicollinearity than ridge regression
• Using ridge regression to estimate factors affecting the number of births. A comparative study
• A new accelerated algorithm for ill-conditioned ridge regression problems

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