Collinearity and Alternative Estimates

Part of the Springer Texts in Statistics book series (STS)


Collinearity or multicollinearity refers to the problem in regression analysis of the columns of the model matrix being nearly linear dependent. Ideally, this is no problem at all. There are numerical difficulties associated with the actual computations, but there are no theoretical difficulties. If, however, one has any doubts about the accuracy of the model matrix, the analysis could be in deep trouble.


Model Matrix Penalty Function Ridge Regression Principal Component Regression Alternative Estimate 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer Science+Business Media, LLC 2011

Authors and Affiliations

  1. 1.Department of Mathematics and Statistics MSC01 11151 University of New MexicoAlbuquerqueUSA

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