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Volumn 25, Issue 3, 1993, Pages 73-85

Prediction using regression models with multicollinear predictor variables

Author keywords

[No Author keywords available]

Indexed keywords

FORECASTING; MODELS; REGRESSION ANALYSIS; SIMULATION;

EID: 0027588566     PISSN: 0740817X     EISSN: 15458830     Source Type: Journal    
DOI: 10.1080/07408179308964293     Document Type: Article
Times cited : (28)

References (20)
  • 1
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    • Mean Square Error of Prediction as a Criterion for Selection of Variables
    • Allen, D. M., "Mean Square Error of Prediction as a Criterion for Selection of Variables," Technometrics, 13,469-475 (1971).
    • (1971) Technometrics , vol.13 , pp. 469-475
    • Allen, D.M.1
  • 2
    • 0016029778 scopus 로고
    • The Relationship Between Variable Selection and Data Augmentation and a Method for Prediction
    • Allen, D. M., "The Relationship Between Variable Selection and Data Augmentation and a Method for Prediction," Technometrics, 16, 125-127 (1974).
    • (1974) Technometrics , vol.16 , pp. 125-127
    • Allen, D.M.1
  • 3
    • 0021444915 scopus 로고
    • An Analysis of Constrained Robust Regression Estimators
    • Askin, R. G., and Montgomery, D. C, "An Analysis of Constrained Robust Regression Estimators," Naval Research Logistics Quarterly, 31, 283-297 (1984).
    • (1984) Naval Research Logistics Quarterly , vol.31 , pp. 283-297
    • Askin, R.G.1    Montgomery, D.C.2
  • 5
    • 84984503173 scopus 로고
    • Evaluation of the Predictive Performance of Biased Regression Estimators,
    • Friedman, D. J., and Montgomery, D. C, "Evaluation of the Predictive Performance of Biased Regression Estimators,'' Journal of Forecasting, 4, 153-163 (1985).
    • (1985) Journal of Forecasting , vol.4 , pp. 153-163
    • Friedman, D.J.1    Montgomery, D.C.2
  • 7
    • 32044449925 scopus 로고
    • Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
    • Golub, G. H., Heath, H., and Wahba, G., "Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter," Technometrics, 21, 215-223 (1979).
    • (1979) Technometrics , vol.21 , pp. 215-223
    • Golub, G.H.1    Heath, H.2    Wahba, G.3
  • 8
    • 0347435932 scopus 로고
    • Regression Analysis with Multicollinear Predictor Variables: Definition, Detection, and Effects
    • Gunst, R. F., "Regression Analysis with Multicollinear Predictor Variables: Definition, Detection, and Effects," Commun. Statist., 21, 215-223 (1983).
    • (1983) Commun. Statist. , vol.21 , pp. 215-223
    • Gunst, R.F.1
  • 9
    • 0016540049 scopus 로고
    • An Explicit Solution for Generalized Ridge Regression
    • Hemmerle, W. J., "An Explicit Solution for Generalized Ridge Regression," Technometrics, 17, 309-314 (1975).
    • (1975) Technometrics , vol.17 , pp. 309-314
    • Hemmerle, W.J.1
  • 10
    • 84952122930 scopus 로고
    • A Class of Biased Estimators in Linear Regression
    • Hocking, R. R., Speed, F. M., and Lynn, M. J., "A Class of Biased Estimators in Linear Regression," Technometrics, 18, 425-437 (1976).
    • (1976) Technometrics , vol.18 , pp. 425-437
    • Hocking, R.R.1    Speed, F.M.2    Lynn, M.J.3
  • 11
    • 84950232981 scopus 로고
    • Ridge Regression: Iterative Estimation of the Biasing Parameter
    • Hoerl, A. E., and Kennard, R. W., "Ridge Regression: Iterative Estimation of the Biasing Parameter," Common. Statist., A8, 77-88 (1976).
    • (1976) Common. Statist. , vol.A8 , pp. 77-88
    • Hoerl, A.E.1    Kennard, R.W.2
  • 14
    • 84948495975 scopus 로고
    • A Simulation of Ridge and Other Regression Estimates
    • Lawless, J. F., and Wang, P., "A Simulation of Ridge and Other Regression Estimates," Commun. Statist., A8, 307-323 (1976).
    • (1976) Commun. Statist. , vol.A8 , pp. 307-323
    • Lawless, J.F.1    Wang, P.2
  • 16
    • 0019581203 scopus 로고
    • Problems of Nonnor-mality and Multicollinearity for Forecasting Methods Based on Least Squares
    • Montgomery, D. C, and Askin, R. G., "Problems of Nonnor-mality and Multicollinearity for Forecasting Methods Based on Least Squares," AIIE Transactions, 13, 102-115 (1981).
    • (1981) AIIE Transactions , vol.13 , pp. 102-115
    • Montgomery, D.C.1    Askin, R.G.2
  • 20
    • 84952126648 scopus 로고
    • Validation of Regression Models: Methods and Examples
    • Snee, R. D., "Validation of Regression Models: Methods and Examples," Technometrics, 19, 415-428 (1977).
    • (1977) Technometrics , vol.19 , pp. 415-428
    • Snee, R.D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.