Robust weighted ridge regression based on S – estimator
Ordinary least squares (OLS) estimator performance is seriously threatened by correlated regressors often called multicollinearity. Multicollinearity is a situation when there is strong relationship between any two exogenous variables. In this case, the ridge estimator offers more reliable estimatio...
| 出版年: | African Scientific Reports |
|---|---|
| 主要な著者: | , , , |
| フォーマット: | 論文 |
| 言語: | 英語 |
| 出版事項: |
Nigerian Society of Physical Sciences
2023-12-01
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| 主題: | |
| オンライン･アクセス: | https://asr.nsps.org.ng/index.php/asr/article/view/126 |