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A comparison of various methods for multivariate regression with highly collinear variables

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  • Henk Kiers
  • Age Smilde

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  • Henk Kiers & Age Smilde, 2007. "A comparison of various methods for multivariate regression with highly collinear variables," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 16(2), pages 193-228, August.
    • Handle: RePEc:spr:stmapp:v:16:y:2007:i:2:p:193-228
    DOI: 10.1007/s10260-006-0025-5
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    References listed on IDEAS

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    1. Leo Breiman & Jerome H. Friedman, 1997. "Predicting Multivariate Responses in Multiple Linear Regression," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 59(1), pages 3-54.
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    Cited by:

    1. 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.
    2. Román Salmerón Gómez & Ainara Rodríguez Sánchez & Catalina García García & José García Pérez, 2020. "The VIF and MSE in Raise Regression," Mathematics, MDPI, vol. 8(4), pages 1-28, April.
    3. Lee, Juyong & Reiner, David M., 2023. "Determinants of public preferences on low-carbon energy sources: Evidence from the United Kingdom," Energy, Elsevier, vol. 284(C).
    4. Massimo Guidolin & Manuela Pedio, 2020. "Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models?," BAFFI CAREFIN Working Papers 20140, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    5. Efrat Muller & Itamar Shiryan & Elhanan Borenstein, 2024. "Multi-omic integration of microbiome data for identifying disease-associated modules," Nature Communications, Nature, vol. 15(1), pages 1-13, December.
    6. Ginette Lafit & Kristof Meers & Eva Ceulemans, 2022. "A Systematic Study into the Factors that Affect the Predictive Accuracy of Multilevel VAR(1) Models," Psychometrika, Springer;The Psychometric Society, vol. 87(2), pages 432-476, June.
    7. Tom Frans Wilderjans & Eva Gaer & Henk A. L. Kiers & Iven Mechelen & Eva Ceulemans, 2017. "Principal Covariates Clusterwise Regression (PCCR): Accounting for Multicollinearity and Population Heterogeneity in Hierarchically Organized Data," Psychometrika, Springer;The Psychometric Society, vol. 82(1), pages 86-111, March.
    8. Ng, Serena, 2013. "Variable Selection in Predictive Regressions," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 752-789, Elsevier.
    9. Marconi, Gabriele, 2014. "European higher education policies and the problem of estimating a complex model with a small cross-section," MPRA Paper 87600, University Library of Munich, Germany.

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