Reducing Multicollinearity in GLMs with categorical covariates

Date: Wednesday 16 April 2025, 1.00PM
Location: Queens University Belfast, Maths & Physics Teaching Centre Room G005 -between the Admin Building and the Library
Local Group Meeting

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On Wednesday 16th of April, at 13:00, there will be a talk in the Maths and Physics Teaching Centre  (Ground floor Room 005), QUB, by Gilbert MacKenzie, formerly of the University of Limerick (ROI) and ENSAI (France). This will be a hybrid event with the speaker in-person and on-line using MS teams (link).
 
Abstract:
When dealing with GLMs with categorical covariates we show that varying the reference subclasses leads to different variance-covariance matrices and develop a relation between a measure of precision and a measure of multi-collinearity, by analysis and by simulation. The net result is that we are able to demonstrate, inter alia, how to reduce multi-collinearity by a judicious choice of reference subclasses in GLMs with categorical covariates. We develop estimators for the discrete choice minima of our measures and evaluate their performance in a wide class of GLM structures likely to arise in practice. Our approach resolves some queries which have arisen in the literature.

All welcome!

 

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Gilbert MacKenzie (Chair) &
Hannah Mitchell (Meetings Host)
RSSNI
 
Professor Gilbert MacKenzie for Northern Ireland Local Group 
 
Contact Prof. Gilbert MacKenzie