Mitigating Multicollinearity in Regression: A Study on Improved Ridge Estimators

Multicollinearity, a critical issue in regression analysis that can severely compromise the stability and accuracy of parameter estimates, arises when two or more variables exhibit correlation with each other. This paper solves this problem by introducing six new, improved two-parameter ridge estima...

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Hlavní autoři:	Nadeem Akhtar, Muteb Faraj Alharthi, Muhammad Shakir Khan
Médium:	Artigo
Jazyk:	Inglês
Vydáno:	MDPI AG 2024-09-01
Edice:	Mathematics
Témata:	multicollinearity regression analysis ridge parameters two-parameter ridge estimators error variance estimation performance
On-line přístup:	https://www.mdpi.com/2227-7390/12/19/3027
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