García, C.B.; García, J.; Martín, M.M. López; … - In: Journal of Applied Statistics 42 (2015) 3, pp. 648-661
Ridge regression has been widely applied to estimate under collinearity by defining a class of estimators that are dependent on the parameter <italic>k</italic>. The variance inflation factor (VIF) is applied to detect the presence of collinearity and also as an objective method to obtain the value of <italic>k</italic> in ridge...