Multicollinear effects of weighted least squares regression

DOI10.1016/0167-7152(83)90032-9zbMath0523.62067OpenAlexW2063710598MaRDI QIDQ1056495

Dovalee Dorsett, Richard F. Gunst, Eugene C. Gartland jun.

Publication date: 1983

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(83)90032-9

zbMATH Keywords

robust regressionspectral condition numberdesign matrixweighted least squares estimatorseigenvalue structuremulticollinear effects

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Detection of collinearity- influential observations, On the measures of multicollinearity in least squares regression

Cites Work

• The Non-Central Multivariate Beta Distribution
• Bounded-leverage weights for robust regression estimators
• Regression analysis and problems of multicollinearity
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