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Collinearity and Alternative Estimates

  • Ronald ChristensenEmail author
Chapter
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Part of the Springer Texts in Statistics book series (STS)

Abstract

This chapter deals with problems caused by having predictor variables that are very nearly redundant. It examines estimation methods developed for dealing with those problems and then goes on to introduce a variety of alternatives to least squares estimation including robust and penalized (regularized) estimates. Penalized estimation is discussed in more detail in ALM-III.

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Copyright information

© Springer Nature Switzerland AG 2020

Authors and Affiliations

  1. 1.Department of Mathematics and StatisticsUniversity of New MexicoAlbuquerqueUSA

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