Collinearity: revisiting the variance inflation factor in ridge regression

著录项

• 来源
  《Journal of applied statistics》 |2015年第4期|648-661|共14页
• 作者

  C.B. Garcia; J. Garcia; M.M. Lopez Martin; R. Salmeron;

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• 作者单位

  Department of Quantitative Methods for Economic and Business, University of Granada, Granada, Spain;

  Department of Economic and Business, University of Almeria, Almeria, Spain;

  Department of Quantitative Methods for Economic and Business, University of Granada, Granada, Spain;

  Department of Quantitative Methods for Economic and Business, University of Granada, Granada, Spain;

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• 收录信息
• 原文格式 PDF
• 正文语种 eng
• 中图分类
• 关键词

  collinearity; ridge regression; variance inflation factor; linear regression; covariance matrix;

  机译：共线性岭回归方差膨胀因子;线性回归协方差矩阵;