Articles with "multicollinearity" as a keyword



New insights into multicollinearity in the Cox proportional hazard models: the Kibria-Lukman estimator and its application

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Published in 2025 at "Journal of Applied Statistics"

DOI: 10.1080/02664763.2025.2481456

Abstract: This paper examines the Cox proportional hazards model (CPHM) in the presence of multicollinearity. Typically, the maximum partial likelihood estimator (MPLE) is employed to estimate the model coefficients, which works well when the covariates are… read more here.

Keywords: multicollinearity; lukman estimator; kibria lukman; new insights ... See more keywords

A test of harmful multicollinearity: A generalized ridge regression approach

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Published in 2020 at "Communications in Statistics - Theory and Methods"

DOI: 10.1080/03610926.2020.1754855

Abstract: Abstract This paper introduces a new test of harmful multicollinearity based on the ratio of the levels of significance of ordinary least squares and generalized ridge regression estimates of the coefficients. Harmful multicollinearity is the… read more here.

Keywords: harmful multicollinearity; multicollinearity; test; test harmful ... See more keywords

Quantile-Based Estimation of Liu Parameter in the Linear Regression Model: Applications to Portland Cement and US Crime Data

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Published in 2021 at "Mathematical Problems in Engineering"

DOI: 10.1155/2021/1772328

Abstract: In multiple linear regression models, the multicollinearity problem mostly occurs when the explanatory variables are correlated among each other. It is well known that when the multicollinearity exists, the variance of the ordinary least square… read more here.

Keywords: multicollinearity; regression; linear regression; portland cement ... See more keywords

A novel big data-based multicollinearity-eliminating feature extraction method for tourism demand forecasting

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Published in 2025 at "Tourism Economics"

DOI: 10.1177/13548166251364998

Abstract: Integrating search engine big data into forecasting models has been proven to enhance prediction accuracy. However, the challenge of multicollinearity among search query variables limits the effective use of such data. To address this, this… read more here.

Keywords: tourism demand; multicollinearity; feature extraction; big data ... See more keywords

Modified Liu estimators in the linear regression model: An application to Tobacco data

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Published in 2021 at "PLoS ONE"

DOI: 10.1371/journal.pone.0259991

Abstract: Background The problem of multicollinearity in multiple linear regression models arises when the predictor variables are correlated among each other. The variance of the ordinary least squared estimator become unstable in such situation. In order… read more here.

Keywords: multicollinearity; regression; linear regression; shrinkage parameter ... See more keywords

A Remedial Measure of Multicollinearity in Multiple Linear Regression in the Presence of High Leverage Points

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Published in 2024 at "Sains Malaysiana"

DOI: 10.17576/jsm-2024-5304-14

Abstract: The ordinary least squares (OLS) is the widely used method in multiple linear regression model due to tradition and its optimal properties. Nonetheless, in the presence of multicollinearity, the OLS method is inefficient because the… read more here.

Keywords: multicollinearity; regression; multiple linear; jackknife ridge ... See more keywords

Short-Term Forecasting of Unplanned Power Outages Using Machine Learning Algorithms: A Robust Feature Engineering Strategy Against Multicollinearity and Nonlinearity

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Published in 2025 at "Energies"

DOI: 10.3390/en18184994

Abstract: Efficient power grid operations and effective business strategies require accurate prediction of power outages. However, predicting outages is a difficult task due to the large amount of heterogeneous, random, intermittent, and non-linear power grid data… read more here.

Keywords: rvm; multicollinearity; power outages; power grid ... See more keywords

Some Modified Ridge Estimators for Handling the Multicollinearity Problem

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Published in 2023 at "Mathematics"

DOI: 10.3390/math11112522

Abstract: Regression analysis is a statistical process that utilizes two or more predictor variables to predict a response variable. When the predictors included in the regression model are strongly correlated with each other, the problem of… read more here.

Keywords: problem; multicollinearity; estimators handling; ridge estimators ... See more keywords

Ridge Fuzzy Regression Modelling for Solving Multicollinearity

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Published in 2020 at "Mathematics"

DOI: 10.3390/math8091572

Abstract: This paper proposes an α-level estimation algorithm for ridge fuzzy regression modeling, addressing the multicollinearity phenomenon in the fuzzy linear regression setting. By incorporating α-levels in the estimation procedure, we are able to construct a… read more here.

Keywords: regression; multicollinearity; regression modelling; fuzzy regression ... See more keywords

On the Estimation of the CO2 Emission, Economic Growth and Energy Consumption Nexus Using Dynamic OLS in the Presence of Multicollinearity

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Published in 2018 at "Sustainability"

DOI: 10.3390/su10051315

Abstract: This paper introduces shrinkage estimators (Ridge DOLS) for the dynamic ordinary least squares (DOLS) cointegration estimator, which extends the model for use in the presence of multicollinearity between the explanatory variables in the cointegration vector.… read more here.

Keywords: energy consumption; multicollinearity; method; presence multicollinearity ... See more keywords