Search Results - subject:"Multicollinearity"

New Ridge-Type Estimator to Mitigate Multicollinearity in the Poisson Regression Model: Theory and Simulation

Olakunle, Kayode; Owolabi, Abiola T.; Olatayo, Timothy O. - 2025

for use in Poisson regression to effectively address multicollinearity in count data. A simulation-based evaluation of … various estimators under multicollinearity is presented. The simulation results, shown for cases where p=2 and p=4, highlight … consistently demonstrates instability and poor performance in the presence of multicollinearity. In contrast, the newly proposed …

Persistent link: https://www.econbiz.de/10015414848

Which Solow model - homogeneous technology-, heterogeneous technology-, or human capital-augmented : best explains OECD growth?, fresh evidence from Bayesian Monte Carlo Simulations

Dan, Thanh Bui; Nguyen Ngoc Thach - In: Montenegrin journal of economics 20 (2024) 2, pp. 251-265

Persistent link: https://www.econbiz.de/10014525858

A redefined variance inflation factor : overcoming the limitations of the variance inflation factor

Salmerón-Gómez, Román; García-García, Catalina B.; … - In: Computational economics 65 (2025) 1, pp. 337-363

Persistent link: https://www.econbiz.de/10015195768

Nelson-Siegel model and multicollinearity

Rodríguez-Sánchez, Ainara; García-García, Catalina B.; … - In: Advances in Quantitative Methods for Economics and …, (pp. 487-501). 2025

Persistent link: https://www.econbiz.de/10015464358

Multicollinearity mitigation and unbiased estimations : an application of restricted least squares

Salmerón Gómez, Román; García-García, Claudia; … - In: Advances in Quantitative Methods for Economics and …, (pp. 99-117). 2025

Persistent link: https://www.econbiz.de/10015464077

A problem with distance variables and alternatives for their use

Farmer, Michael C.; Fuad, Syed; Naithani, Kusum J.; … - In: Journal of real estate research : JRER ; a publication … 47 (2025) 3, pp. 299-321

Persistent link: https://www.econbiz.de/10015546543

Supsim: A Python package and a web-based JavaScript tool to address the theoretical complexities in two-predictor suppression situations

Nazifi, Morteza; Fadishei, Hamid - In: Statistics in Transition new series (SiTns) 23 (2022) 4, pp. 177-202

Two-predictor suppression situations continue to produce uninterpretable conditions in linear regression. In an attempt to address the theoretical complexities related to suppression situations, the current study introduces two different versions of a software called suppression simulator...

Persistent link: https://www.econbiz.de/10015051609

An efficient estimation technique for investigating economic growth and its determinants for Nigeria in the presence of multicollinearity

Ebiwonjumi, Ayooluwade; Chifurira, Retius; Chihamu, … - In: International journal of finance & banking studies : JJFBS 11 (2022) 1, pp. 107-119

Persistent link: https://www.econbiz.de/10012804728

The age-period-cohort problem in hedonic house prices models

Yiu, Chung Yim; Cheung, Ka Shing - In: Econometrics : open access journal 10 (2022) 1, pp. 1-11

The age-period-cohort problem has been studied for decades but without resolution. There have been many suggested solutions to make the three effects estimable, but these solutions mostly exploit non-linear specifications. Yet, these approaches may suffer from misspecification or omitted...

Persistent link: https://www.econbiz.de/10012805038

Extracting relevant predictors of the severity of mental illnesses from clinical information using regularisation regression models

Kaushik, Sakshi; Sabharwal, Alka; Grover, Gurprit - In: Statistics in transition : an international journal of … 23 (2022) 2, pp. 129-152

non-parametric random forest algorithm. The multicollinearity is detected based on the variance inflation factor. Owing to … the presence of multicollinearity, regularisation techniques such as ridge regression and extensions of the least absolute …

Persistent link: https://www.econbiz.de/10013419432