Partial ridge regression under multicollinearity

DOI10.1080/02664763.2016.1181726OpenAlexW2346799171MaRDI QIDQ5138178

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Publication date: 3 December 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2016.1181726

zbMATH Keywords

ridge regressionlinear modelsmulticollinearitymatrix factorization

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites Work

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• A Simulation Study of Some Ridge Regression Estimators under Different Distributional Assumptions
• A Simulation Study of Some Ridge Estimators
• Latent Root Regression Analysis
• Directed Ridge Regression Techniques in Cases of Multicollinearity
• Ridge Regression in Practice
• Performance of some new preliminary test ridge regression estimators and their properties
• Choosing Ridge Parameter for Regression Problems
• Collinearity: revisiting the variance inflation factor in ridge regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

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