Improved Data-Driven Shrinkage Estimators for Regression Models Under Severe Multicollinearity

Multicollinearity is a critical issue in regression analysis, often resulting in inflated variances and unstable parameter estimates. Ridge regression is a widely adopted solution to address this challenge; however, existing ridge estimators are typically tailored to specific scenarios, limiting the...

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主要な著者:	Ali Rashash R. Alzahrani, Asma Ahmad Alzahrani
フォーマット:	Artigo
言語:	Inglês
出版事項:	MDPI AG 2026-04-01
シリーズ:	Mathematics
主題:	regression model multicollinearity ridge estimator Monte Carlo simulations mean squared error
オンライン･アクセス:	https://www.mdpi.com/2227-7390/14/8/1245
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