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On the conditioning problem in generalized linear models
Umeå University, Faculty of Social Sciences, Department of Statistics.
Umeå University, Faculty of Social Sciences, Department of Statistics.
1992 (English)In: Journal of Applied Statistics, ISSN 0266-4763, E-ISSN 1360-0532, Vol. 19, no 4, 513-526 p.Article in journal (Refereed) Published
Abstract [en]

When weights are assigned to a data matrix, as in the iterative least squares estimator of a generalized linear model, the condition of the data matrix is changed. In this paper a geometrical approach to studying the mechanisms which determine the changed condition is introduced. Specifically, it is found that in some cases strong multicollinearities can be weakened or eliminated by the weights while in other cases the weights can induce an ill-conditioning.

Place, publisher, year, edition, pages
Sheffield: Sheffield City Polytechnic , 1992. Vol. 19, no 4, 513-526 p.
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:umu:diva-46792DOI: 10.1080/02664769200000047OAI: oai:DiVA.org:umu-46792DiVA: diva2:440960
Available from: 2011-09-14 Created: 2011-09-14 Last updated: 2017-12-08Bibliographically approved

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Publisher's full texthttp://www.tandfonline.com/doi/abs/10.1080/02664769200000047

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