Mitigating collinearity in linear regression models using ridge, surrogate and raised estimators
Collinearity in the design matrix is a frequent problem in linear regression models, for example, with economic or medical data. Previous standard procedures to mitigate the effects of collinearity include ridge regression and surrogate regression. Ridge regression perturbs the moment matrix $ { \ma...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2016-12-01
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| Series: | Cogent Mathematics |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/23311835.2016.1144697 |