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...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Nigerian Society of Physical Sciences
2023-12-01
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| Series: | African Scientific Reports |
| Subjects: | |
| Online Access: | https://asr.nsps.org.ng/index.php/asr/article/view/126 |
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