A Geometrical Interpretation of Collinearity: A Natural Way to Justify Ridge Regression and Its Anomalies-Reference-Cited by-同舟云学术

A Geometrical Interpretation of Collinearity: A Natural Way to Justify Ridge Regression and Its Anomalies

Published:2020-04-24 Issue:3 Volume:88 Page:776-792
ISSN:0306-7734
Container-title:International Statistical Review
language:en
Short-container-title:International Statistical Review

Author:

García‐Pérez José¹,Mar López‐Martín María²,García‐García Catalina³^ORCID,Salmerón‐Gómez Román³

Affiliation:

1. Department of Economic and Business Almería University Almería Spain

2. Department of Education Almería University, Almería Spain

3. Department of Quantitative Methods for Economics and Business Spain

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/insr.12381

Reference28 articles.

1. Multicollinearity

2. Minimax Ridge Regression Estimation

3. Combining two-parameter and principal component regression estimators

4. García C. Salmerón R. Rodríguez A.&García J.2017.Regresíon cresta: algunos inconvenientes. InAnales de economía aplicada 2017 pp.15–25 Asociación Española de Economía Aplicada ASEPELT.

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