A note about the corrected VIF

DOI10.1007/s00362-015-0732-9zbMath1383.62184OpenAlexW2209990494MaRDI QIDQ1685228

Peng Zhang

Publication date: 13 December 2017

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-015-0732-9

zbMATH Keywords

ridge regressionlinear regressioncollinearitymultivariablescorrected variance inflation factor (CVIF)

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (3)

The coefficient of determination in the ridge regression ⋮ The red indicator and corrected VIFs in generalized linear models ⋮ Diagnosis and quantification of the non-essential collinearity

Cites Work

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• Ridge Regression in Practice
• Meaningful Multicollinearity Measures
• Using Liu-Type Estimator to Combat Collinearity
• Improved ridge estimators in a linear regression model
• Collinearity: revisiting the variance inflation factor in ridge regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation

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