Collinearity in generalized linear models |
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| Authors: | Murray J. Mackinnon Martin L. Puterman |
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| Affiliation: | Faculty of Commerce and Business Administration , University of British Columbia , Vancouver, BC, BC V6T 1Y8, Canada |
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| Abstract: | This paper defines collinearity for generalized linear models (GLMs), investigates its consequences and proposes diagnostic criteria. The relationship between collinearity in GLMs and standard linear models (SLMs) is explored and bounds which relate the degree of collinearity in these two models are given. Estimation based on ridge methods is discussed. |
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| Keywords: | generalized linear model collinearity ridge estimation |
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