Latent root regression: a biased regression methodology for use with collinear predictor variables

DOI10.1080/03610928608829275zbMath0596.62066OpenAlexW2067184185MaRDI QIDQ3729848

R. L. Mason

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1080/03610928608829275

zbMATH Keywords

ridge regressionleast squaresprincipal componentsbiased estimationcollinear predictor variableslatent root estimatorlatent root regression analysisvertical norms

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cites Work

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• Estimation in a multivariate errors in variables regression model: Large sample results
• Generalized ridge regression: a note on negative ridge parameters
• Regresion analysis with multicollinear predictor variables: definition, derection, and effects
• Robust Statistics

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