The Comparison Between Different Approaches to Overcome the Multicollinearity Problem in Linear Regression Models

    In the presence of multi-collinearity problem, the parameter estimation method based on the ordinary least squares procedure is unsatisfactory. In 1970, Hoerl and Kennard insert analternative method labeled as estimator of ridge regression. In such estimator, ridge parameter plays an importa...

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Bibliographic Details

Published in:	Ibn Al-Haitham Journal for Pure and Applied Sciences
Main Authors:	Hazim Mansoor Gorgees, Fatimah Assim Mahdi
Format:	Article
Language:	English
Published:	University of Baghdad 2018-05-01
Subjects:	multi-collinearty, Ridge regression, Ridge parameter, condition number, Principal components.
Online Access:	https://jih.uobaghdad.edu.iq/index.php/j/article/view/1841