Jou, Yow-Jen; Huang, Chien-Chia; Cho, Hsun-Jung - In: Computational Statistics 29 (2014) 6, pp. 1515-1541
In this paper, we address data collinearity problems in multiple linear regression from an optimization perspective. We propose a novel linearly constrained quadratic programming model, based on the concept of the variance inflation factor (VIF). We employ the perturbation method that involves...