Residualization: justification, properties and application

DOI10.1080/02664763.2019.1701638OpenAlexW2994653454WikidataQ126552501 ScholiaQ126552501MaRDI QIDQ5861404

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Publication date: 1 March 2022

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

Full work available at URL: https://doi.org/10.1080/02664763.2019.1701638

zbMATH Keywords

collinearityeconometricresidualizationisolated effect

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Related Items (1)

Confronting collinearity in environmental regression models: evidence from world data

Cites Work

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• Transformation of variables and the condition number in ridge estimation
• Ridge Regression in Practice
• The successive raising estimator and its relation with the ridge estimator
• Variance Inflation Factor and Condition Number in multiple linear regression
• Choice of the ridge factor from the correlation matrix determinant
• Collinearity diagnostic applied in ridge estimation through the variance inflation factor

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