Robust weighted ridge regression based on S – estimator
Ordinary least squares (OLS) estimator performance is seriously threatened by correlated regressors often called multicollinearity. Multicollinearity is a situation when there is strong relationship between any two exogenous variables. In this case, the ridge estimator offers more reliable estimatio...
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| Principais autores: | , , , |
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| 格式: | Artigo |
| 语言: | Inglês |
| 出版: |
Nigerian Society of Physical Sciences
2023-12-01
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| 丛编: | African Scientific Reports |
| 主题: | |
| 在线阅读: | https://asr.nsps.org.ng/index.php/asr/article/view/126 |
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