Effects of collinearity on information about regression coefficients
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- Soofi, E. S. & Retzer, J. J., 2002. "Information indices: unification and applications," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 17-40, March.
- Yow-Jen Jou & Chien-Chia Huang & Hsun-Jung Cho, 2014. "A VIF-based optimization model to alleviate collinearity problems in multiple linear regression," Computational Statistics, Springer, vol. 29(6), pages 1515-1541, December.
- Müller, Ulrich K., 2012. "Measuring prior sensitivity and prior informativeness in large Bayesian models," Journal of Monetary Economics, Elsevier, vol. 59(6), pages 581-597.
- Stutzer, Michael, 1995. "A Bayesian approach to diagnosis of asset pricing models," Journal of Econometrics, Elsevier, vol. 68(2), pages 367-397, August.
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