Simultaneous raise regression: a novel approach to combating collinearity in linear regression models
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DOI: 10.1007/s11135-022-01557-9
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- Feng-Jenq Lin, 2008. "Solving Multicollinearity in the Process of Fitting Regression Model Using the Nested Estimate Procedure," Quality & Quantity: International Journal of Methodology, Springer, vol. 42(3), pages 417-426, June.
- Catalina Garcia & José Pérez & José Liria, 2011. "The raise method. An alternative procedure to estimate the parameters in presence of collinearity," Quality & Quantity: International Journal of Methodology, Springer, vol. 45(2), pages 403-423, February.
- Sergio Perez-Melo & B. M. Golam Kibria, 2020. "On Some Test Statistics for Testing the Regression Coefficients in Presence of Multicollinearity: A Simulation Study," Stats, MDPI, vol. 3(1), pages 1-16, March.
- Massimiliano Giacalone & Demetrio Panarello & Raffaele Mattera, 2018. "Multicollinearity in regression: an efficiency comparison between Lp-norm and least squares estimators," Quality & Quantity: International Journal of Methodology, Springer, vol. 52(4), pages 1831-1859, July.
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Keywords
Multicollinearity; Raise regression; VIF; MSE; OLS;All these keywords.
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