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Near-collinearity in linear regression revisited: The numerical vs. the statistical perspective - MaRDI portal

Near-collinearity in linear regression revisited: The numerical vs. the statistical perspective (Q5077915)

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scientific article; zbMATH DE number 7529869
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Near-collinearity in linear regression revisited: The numerical vs. the statistical perspective
scientific article; zbMATH DE number 7529869

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    Near-collinearity in linear regression revisited: The numerical vs. the statistical perspective (English)
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    20 May 2022
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    near-collinearity
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    ill-conditioning
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    norm condition number
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    variance inflation factors
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    centering data
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    trend polynomials
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    variance singular value decomposition
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    statistical misspecification
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