INVESTIGATING THE IMPACT OF MULTICOLLINEARITY ON LINEAR REGRESSION ESTIMATES
The study was to investigate the impact of multicollinearity on linear regression estimates. The study was guided by the following specific objectives, (i) to examine the asymptotic properties of estimators and (ii) to compare lasso, ridge, elastic net with Ordinary Least Squares (OLS). The st...
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| Autori principali: | , , , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
UiTM Press
2021-01-01
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| Serie: | Malaysian Journal of Computing |
| Soggetti: | |
| Accesso online: | https://mjoc.uitm.edu.my/main/images/journal/vol6-1-2021/5-Bayo-et-al-Vol-61.pdf |
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