A Comparison of Different Ridge Parameters under Both Multicollinearity and Heteroscedasticity
One of the major problems in fitting an appropriate linear regression model is multicollinearity which occurs when regressors are highly correlated. To overcome this problem, ridge regression estimator which is an alternative method to the ordinary least squares (OLS) estimator, has been used. Heter...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Suleyman Demirel University
2019-08-01
|
| Series: | Süleyman Demirel Üniversitesi Fen Bilimleri Enstitüsü Dergisi |
| Online Access: | http://dergipark.org.tr/tr/download/article-file/783067 |