Standardization of Variables and Collinearity Diagnostic in Ridge Regression

DOI10.1111/insr.12099OpenAlexW1564244186MaRDI QIDQ6086457

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Publication date: 10 November 2023

Published in: International Statistical Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/insr.12099

zbMATH Keywords

ridge regressionlinear regressioncollinearitystandardizationvariance inflator factor

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (11)

Designs enhancing Fisher information ⋮ Variance Inflation Factor and Condition Number in multiple linear regression ⋮ The coefficient of determination in the ridge regression ⋮ The red indicator and corrected VIFs in generalized linear models ⋮ A Geometrical Interpretation of Collinearity: A Natural Way to Justify Ridge Regression and Its Anomalies ⋮ Choice of the ridge factor from the correlation matrix determinant ⋮ Collinearity diagnostic applied in ridge estimation through the variance inflation factor ⋮ Diagnosis and quantification of the non-essential collinearity ⋮ Obtaining a threshold for the Stewart index and its extension to ridge regression ⋮ Confronting collinearity in environmental regression models: evidence from world data ⋮ Comment on “A Note on Collinearity Diagnostics and Centering” by Velilla (2018)

Cites Work

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• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation

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