Collinearity in generalized linear models

DOI10.1080/03610928908830102zbMath0696.62307OpenAlexW2006774845MaRDI QIDQ3474096

Murray J. MacKinnon, Martin L. Puterman

Publication date: 1989

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2429/25711

zbMATH Keywords

generalized linear modelscollinearityridge methods

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Linear inference, regression (62J99)

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Cites Work

• Collinearity in generalized linear models
• Regresion analysis with multicollinear predictor variables: definition, derection, and effects
• Penalized Likelihood for General Semi-Parametric Regression Models
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