Collinearity and Alternative Estimates
- 1.2k Downloads
This chapter deals with problems caused by having predictor variables that are very nearly redundant. It examines estimation methods developed for dealing with those problems and then goes on to introduce a variety of alternatives to least squares estimation including robust and penalized (regularized) estimates. Penalized estimation is discussed in more detail in ALM-III.
- Belsley, D. A. (1984). Demeaning conditioning diagnostics through centering (with discussion). The American Statistician, 38, 73–77.Google Scholar
- Christensen, R. (2015). Analysis of variance, design, and regression: Linear modeling for unbalanced data (2nd ed.). Boca Raton, FL: Chapman and Hall/CRC Press.Google Scholar
- Mosteller, F., & Tukey, J. W. (1977). Data analysis and regression. Reading, MA: Addison-Wesley.Google Scholar