This study is about the development of a robust ridge regression estimator. It is based on weighted ridge MM-estimator (WRMM) and is believed to have potentials in remedying the problems of multicollinearity. The proposed method has been compared with several existing estimators, namely ordinary least squares (OLS), robust regression based on MM estimator, ridge regression (RIDGE), weighted rid...

To date, the valuation of environmental quality has been severely hampered by our ability to actually measure quality. Often environmental resources are described by exhaustive lists of attributes. Unfortunately, high multicollinearity among attributes leads to serious econometric problems. The use of too few attributes, on the other hand, leads to underspecification of the valuation model. Fin...

The backfitting algorithm commonly used in estimating additive models is used to decompose the component shares explained by a set of predictors on a dependent variable in the presence of linear dependencies (multicollinearity) among the predictors. Multicollinearity of independent variables affects the consistency and efficiency of ordinary least squares estimates of the parameters. We propose...

The adverse impact of ignoring multicollinearity on findings and data interpretation in regression analysis is very well documented in the statistical literature. The failure to identify and report multicollinearity could result in misleading interpretations of the results. A review of epidemiological literature in PubMed from January 2004 to December 2013, illustrated the need for a greater at...

The effects of multicollinearity in all possible model selection of fixed effects including quadratic and cross products in the presence of random and repeated measures effects are presented here. The user-friendly SAS macro application ALLMIXED2 complements the model selection option currently available in the SAS macro applications ‘REGDIAG’ and ‘LOGISTIC’ for multiple linear and logistic reg...

Chayote is originally from southern Mexico and Guatemala has been a staple food highly appreciated in Brazil worldwide. This study was carried out on Red Yellow Latosol 2020 to investigate the relationship between physical properties of chayote fruit variety Cambray their mass, aiming indicate criteria for direct selection more attractive fruits. The parameters evaluated were mass (MAS), larges...

The method of partial least-squares regression (PLSR) can effectively deal with the problems of multicollinearity among independent variables, but can not ideally solve the complicated problems of nonlinearity between dependent variables and independent variables. The method of coupling model with back propagations artificial neural network (BP-ANN) and projection pursuit (PP) is an ideal tool ...

Regression models with good fitting but no predictive ability are sometimes chance correlations and often show some pathological features such as multicollinearity, overfitting, and inclusion of noisy/spurious variables. This problem is well known and of the utmost importance. The present paper proposes some criteria that are to be fulfilled as conditions for model acceptability, the aim being ...