On the conditioning problem in generalized linear models
作者:
Bo Segerstedt,
Hans Nyquist,
期刊:
Journal of Applied Statistics
(Taylor Available online 1992)
卷期:
Volume 19,
issue 4
页码: 513-526
ISSN:0266-4763
年代: 1992
DOI:10.1080/02664769200000047
出版商: Carfax Publishing Company
数据来源: Taylor
摘要:
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.
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