IDEAS home Printed from https://ideas.repec.org/a/bla/istatr/v84y2016i2p245-266.html
   My bibliography  Save this article

Standardization of Variables and Collinearity Diagnostic in Ridge Regression

Author

Listed:
  • José García
  • Román Salmerón
  • Catalina García
  • María del Mar López Martín

Abstract

No abstract is available for this item.

Suggested Citation

  • José García & Román Salmerón & Catalina García & María del Mar López Martín, 2016. "Standardization of Variables and Collinearity Diagnostic in Ridge Regression," International Statistical Review, International Statistical Institute, vol. 84(2), pages 245-266, August.
    • Handle: RePEc:bla:istatr:v:84:y:2016:i:2:p:245-266
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1111/insr.12099
    Download Restriction: Access to full text is restricted to subscribers.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Belsley, David A., 1982. "Assessing the presence of harmful collinearity and other forms of weak data through a test for signal-to-noise," Journal of Econometrics, Elsevier, vol. 20(2), pages 211-253, November.
    2. Prasenjit Kapat & Prem K. Goel, 2010. "Anomalies in the Foundations of Ridge Regression: Some Clarifications," International Statistical Review, International Statistical Institute, vol. 78(2), pages 209-215, August.
    3. Donald R. Jensen & Donald E. Ramirez, 2008. "Anomalies in the Foundations of Ridge Regression," International Statistical Review, International Statistical Institute, vol. 76(1), pages 89-105, April.
    4. Sylvain Sardy, 2008. "On the Practice of Rescaling Covariates," International Statistical Review, International Statistical Institute, vol. 76(2), pages 285-297, August.
    5. John Zhang & Mahmud Ibrahim, 2005. "A simulation study on SPSS ridge regression and ordinary least squares regression procedures for multicollinearity data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 32(6), pages 571-588.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Salmerón Gómez, Román & Rodríguez Martínez, Eduardo, 2017. "Métodos cuantitativos para un modelo de regresión lineal con multicolinealidad. Aplicación a rendimientos de letras del tesoro || Quantitative Methods for a Linear Regression Model with Multicollinear," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 24(1), pages 169-189, Diciembre.
    2. Prasenjit Kapat & Prem K. Goel, 2010. "Anomalies in the Foundations of Ridge Regression: Some Clarifications," International Statistical Review, International Statistical Institute, vol. 78(2), pages 209-215, August.
    3. Claudia García-García & Catalina B. García-García & Román Salmerón, 2021. "Confronting collinearity in environmental regression models: evidence from world data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(3), pages 895-926, September.
    4. R. Salmerón & J. García & C. B. García & M. M. López Martín, 2017. "A note about the corrected VIF," Statistical Papers, Springer, vol. 58(3), pages 929-945, September.
    5. Andrea Poli & Angelo Gemignani & Mario Miccoli, 2022. "Randomized Trial on the Effects of a Group EMDR Intervention on Narrative Complexity and Specificity of Autobiographical Memories: A Path Analytic and Supervised Machine-Learning Study," IJERPH, MDPI, vol. 19(13), pages 1-18, June.
    6. Lee C. Adkins & Melissa S. Waters & R. Carter Hill, 2015. "Collinearity Diagnostics in gretl," Economics Working Paper Series 1506, Oklahoma State University, Department of Economics and Legal Studies in Business.
    7. C. A. Uzuke & J. I. Mbegbu, 2016. "Graphical Investigation of Ridge Estimators When the Eigenvalues of the Matrix (X'X) are Skewed," International Journal of Sciences, Office ijSciences, vol. 5(03), pages 78-100, March.
    8. Román Salmerón-Gómez & Ainara Rodríguez-Sánchez & Catalina García-García, 2020. "Diagnosis and quantification of the non-essential collinearity," Computational Statistics, Springer, vol. 35(2), pages 647-666, June.
    9. Joseph, Agnes S. & Kiviet, Jan F., 2005. "Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 417-444, April.
    10. repec:grm:oikosp:202007 is not listed on IDEAS
    11. Román Salmerón & José García & Catalina García & María del Mar López, 2018. "Transformation of variables and the condition number in ridge estimation," Computational Statistics, Springer, vol. 33(3), pages 1497-1524, September.
    12. Sardy, Sylvain & Diaz-Rodriguez, Jairo & Giacobino, Caroline, 2022. "Thresholding tests based on affine LASSO to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension," Computational Statistics & Data Analysis, Elsevier, vol. 173(C).
    13. Sylvain Sardy, 2009. "Adaptive Posterior Mode Estimation of a Sparse Sequence for Model Selection," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(4), pages 577-601, December.
    14. Roman Salmerón Gómez & José García Pérez & María Del Mar López Martín & Catalina García García, 2016. "Collinearity diagnostic applied in ridge estimation through the variance inflation factor," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(10), pages 1831-1849, August.
    15. Zhi-Sheng Ye & Jian-Guo Li & Mengru Zhang, 2014. "Application of ridge regression and factor analysis in design and production of alloy wheels," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(7), pages 1436-1452, July.
    16. Ehalaiye, Dimu & Tippett, Mark & van Zijl, Tony, 2017. "The predictive value of bank fair values," Pacific-Basin Finance Journal, Elsevier, vol. 41(C), pages 111-127.
    17. Marc de Bourmont, 2012. "La résolution d'un problème de multicolinéarité au sein des études portant sur les déterminants d'une publication volontaire d'informations : proposition d'un algorithme de décision simplifié basé sur," Post-Print hal-00691156, HAL.
    18. Santiago Velilla, 2018. "A Note on Collinearity Diagnostics and Centering," The American Statistician, Taylor & Francis Journals, vol. 72(2), pages 140-146, April.
    19. Michael Miller & Frank Farmer, 1988. "Substantive nonadditivity in social science research A note on induced collinearity and measurement and testing of effects," Quality & Quantity: International Journal of Methodology, Springer, vol. 22(3), pages 221-237, September.
    20. Braden, J. B. & Kolstad, C. D. & Woock, R. A. & Machado, J. A., 2001. "Is coal desulphurisation worthwhile? Evidence from the market," Energy Policy, Elsevier, vol. 29(3), pages 217-225, February.
    21. Sylvain Sardy, 2008. "On the Practice of Rescaling Covariates," International Statistical Review, International Statistical Institute, vol. 76(2), pages 285-297, August.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:istatr:v:84:y:2016:i:2:p:245-266. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/isiiinl.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.