A comparison on parameter-estimation methods in multiple regression analysis with existence of multicollinearity among independent variables
The objective of this research is to compare multiple regression coefficients estimating methods with existence of multicollinearity among independent variables. The estimation methods are Ordinary Least Squares method (OLS), Restricted Least Squares method (RLS), Restricted Ridge Regression method...
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| Format: | Article |
| Language: | English |
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Prince of Songkla University
2005-11-01
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| Series: | Songklanakarin Journal of Science and Technology (SJST) |
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| Online Access: | http://www.sjst.psu.ac.th/journal/27-6-pdf/19-parameter.pdf |