Combining modified ridge-type and principal component regression estimators
نویسندگان
چکیده
منابع مشابه
The Efficiency of Modified Jackknife and Ridge Type Regression Estimators: a Comparison
A common problem in multiple regression models is multicollinearity, which produces undesirable effects on the least squares estimator. To circumvent this problem, two well known estimation procedures are often suggested in the literature. They are Generalized Ridge Regression (GRR) estimation suggested by Hoerl and Kennard [8] and the Jackknifed Ridge Regression (JRR) estimation suggested by S...
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ژورنال
عنوان ژورنال: Scientific African
سال: 2020
ISSN: 2468-2276
DOI: 10.1016/j.sciaf.2020.e00536