M Robust Weighted Ridge Estimator in Linear Regression Model

Correlated regressors are a major threat to the performance of the conventional ordinary least squares (OLS) estimator. The ridge estimator provides more stable estimates in this circumstance. However, both OLS and Ridge estimators are sensitive to outlying observations. In previous studies, the rob...

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Hlavní autoři:	Taiwo Stephen Fayose, Kayode Ayinde, Olatayo Olusegun Alabi
Médium:	Artigo
Jazyk:	Inglês
Vydáno:	Nigerian Society of Physical Sciences 2023-08-01
Edice:	African Scientific Reports
Témata:	Linear regression model, Multicollinearity, M Estimator, Heteroscedasticity
On-line přístup:	https://asr.nsps.org.ng/index.php/asr/article/view/123
Tagy:	Přidat tag Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!