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stat.ME2025
Generalized Ridge Regression: Applications to Nonorthogonal Linear Regression Models
Román Salmerón Gómez, Catalina García García, Guillermo Hortal Reina
This paper analyzes the possibilities of using the generalized ridge regression to mitigate multicollinearity in a multiple linear regression model. For this purpose, we obtain the…
stat.ME2025
Stepwise regression revisited
Román Salmerón Gómez, Catalina García García
This paper shows that the degree of approximate multicollinearity in a linear regression model increases simply by including independent variables, even if these are not highly lin…