On concurvity in nonlinear and nonparametric regression models
When data are affected by multicollinearity in the linear regression framework, then concurvity will be present in fitting a generalized additive model (GAM). The term concurvity describes nonlinear dependencies among the predictor variables. As collinearity results in inflated variance of the estim...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Bologna
2014-12-01
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| Series: | Statistica |
| Subjects: | |
| Online Access: | http://rivista-statistica.unibo.it/article/view/4599 |