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Standardization of Variables and Collinearity Diagnostic in Ridge Regression

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

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  • 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
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    References listed on IDEAS

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    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.
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