Additional Topics in Regression: Variable Selection and Collinearity

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


Suppose we have a set of variables y, x 1, ..., x s and observations on these variables y i , x i1, x i2, ..., x is , i = 1, ..., n. We want to identify which of the independent variables, x j , are important for a regression on y. There are several methods available for doing this.


Variable Selection Design Matrix Ridge Regression Principal Component Regression Additional Topic 


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Copyright information

© Springer Science+Business Media New York 1987

Authors and Affiliations

  • Ronald Christensen
    • 1
  1. 1.Department of Mathematical SciencesMontana State UniversityBozemanUSA

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