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Ill‐conditioned information matrices, generalized linear models and estimation of the effects of acid rain

 

作者: Eric P. Smith,   Brian D. Marx,  

 

期刊: Environmetrics  (WILEY Available online 1990)
卷期: Volume 1, issue 1  

页码: 57-71

 

ISSN:1180-4009

 

年代: 1990

 

DOI:10.1002/env.3170010107

 

出版商: John Wiley&Sons, Ltd.

 

关键词: Generalized linear model;Maximum likelihood estimator;Principal component estimator;Ridge regressioin;Acid rain

 

数据来源: WILEY

 

摘要:

AbstractThe problem of acid rain deposition has generated much interest in the modelling and estimation of the effects of acid rain. Recent studies in the northeastern United States have focused on the question of trends in lake acidity and the effects on aquatic organisms, especially fish. One approach has been to model the presence or absence of fish species as a function of relevant environmental variables. As the number of these explanatory variables may be large, there is concern about redundancies and collinearities. Because the model used is a special case of generalized linear models, standard approaches to assessment and adjustment for collinearity may be misleading. Estimation of parameters in the generalized linear model involve an interative method of solution. The important parameter is the information matrix. Illconditioning of this matrix, as caused by collinearity has severe effects on parameter and variance estimates. To asssess the effects of collinearities, some new diagnostics are presented. Two techniques for estimating parameters in the presence of multicollinearity; the ridge estimator and the principal component method, are extended to the generalized linear model.

 

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