A test of harmful multicollinearity: A generalized ridge regression approach

DOI10.1080/03610926.2020.1754855OpenAlexW3017945417MaRDI QIDQ5079270

Shapour Mohammadi

Publication date: 25 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2020.1754855

zbMATH Keywords

statistical testgeneralized ridge regressiondiagnosis of multicollinearityharmful multicollinearity

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Parametric hypothesis testing (62F03) Statistics (62-XX)

Cites Work

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