Obtaining a threshold for the Stewart index and its extension to ridge regression

DOI10.1007/s00180-020-01047-2zbMath1505.62354OpenAlexW3108843976MaRDI QIDQ2032201

Catalina García-García, Ainara Rodríguez-Sánchez, Román Salmerón-Gómez

Publication date: 16 June 2021

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-020-01047-2

zbMATH Keywords

ridge regressionlinear regressionmulticollinearityStewart index

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Uses Software

• R
• multiColl

Cites Work

• Unnamed Item
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• A new accelerated algorithm for ill-conditioned ridge regression problems
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• Variance Inflation Factor and Condition Number in multiple linear regression
• The coefficient of determination in the ridge regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
• Comment on “A Note on Collinearity Diagnostics and Centering” by Velilla (2018)
• Standardization of Variables and Collinearity Diagnostic in Ridge Regression

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