Multiple choice from competing regression models under multicollinearity based on standardized update

DOI10.1016/J.CSDA.2013.01.019zbMath1468.62199OpenAlexW2082791523MaRDI QIDQ1800059

Yoshinori Kawasaki, Masao Ueki

Publication date: 19 October 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2013.01.019

zbMATH Keywords

multicollinearityregression model choicestandardized update

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items (2)

ENHANCING POWER OF SCORE TESTS FOR REGRESSION MODELS VIA FISHER TRANSFORMATION ⋮ OLS with multiple high dimensional category variables

Uses Software

• glmnet
• ElemStatLearn

Cites Work

• Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
• Estimating the dimension of a model
• Statistical modeling: The two cultures. (With comments and a rejoinder).
• Regularization and Variable Selection Via the Elastic Net
• Some Comments on C P
• A new look at the statistical model identification

This page was built for publication: Multiple choice from competing regression models under multicollinearity based on standardized update