Multiobjective regression modification for collinearity

DOI10.1016/S0305-0548(00)00043-5zbMath1027.90083OpenAlexW1986323397MaRDI QIDQ5955970

Stan Lipovetsky, W. Michael Conklin

Publication date: 19 February 2002

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0305-0548(00)00043-5

zbMATH Keywords

principal component analysismultiobjective optimizationridge regressionmulticollinearitynet effects

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Multi-objective and goal programming (90C29)

Related Items (5)

Nonparametric Decomposition of Time Series Data with Inputs ⋮ Linear regression with special coefficient features attained via parameterization in exponential, logistic, and multinomial-logit forms ⋮ Two-parameter ridge regression and its convergence to the eventual pairwise model ⋮ A VIF-based optimization model to alleviate collinearity problems in multiple linear regression ⋮ Predictive flow-field estimation

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