Combining modified ridge-type and principal component regression estimators
The performance of ordinary least squares estimator (OLSE) when there is multicollinearity (MC) in a linear regression model becomes inefficient. The principal components regression and the modified ridge-type estimator have been proposed at a different time to handle the problem of MC. However, in...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2020-09-01
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| Series: | Scientific African |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S246822762030274X |