Multiobjective regression modifications for collinearity

In this work we develop a new multivariate technique to produce regressions with interpretable coefficients that are close to and of the same signs as the pairwise regression coefficients. Using a multiobjective approach to incorporate multiple and pairwise regressions into one objective we reduce t...

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Veröffentlicht in:	Computers & operations research 2001-11, Vol.28 (13), p.1333-1345
Hauptverfasser:	Lipovetsky, Stan, Conklin, W.Michael
Format:	Artikel
Sprache:	eng
Schlagworte:	Multicollinearity Multiobjective optimization Net effects Operations research Principal component analysis Regression analysis Ridge regression Studies
Online-Zugang:	Volltext
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