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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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