Bry, X.; Trottier, C.; Verron, T.; Mortier, F. - In: Journal of Multivariate Analysis 119 (2013) C, pp. 47-60
In the current estimation of a GLM model, the correlation structure of regressors is not used as the basis on which to lean strong predictive dimensions. Looking for linear combinations of regressors that merely maximize the likelihood of the GLM has two major consequences: (1) collinearity of...
