A Comparative Study between Ridge MM and Ridge Least Trimmed Squares Estimators in Handling Multicollinearity and Outliers
Common problems found in multiple linear regression models are the existence of multicollinearity and outliers. These obstacles usually produce undesirable effects on least squares estimators. Ridge regression estimator is suggested in handling severe multicollinearity while robust estimators such a...
| Published in: | Journal of Physics: Conference Series |
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| Main Author: | |
| Format: | Conference paper |
| Language: | English |
| Published: |
Institute of Physics Publishing
2019
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| Online Access: | https://www.scopus.com/inward/record.uri?eid=2-s2.0-85076096737&doi=10.1088%2f1742-6596%2f1366%2f1%2f012113&partnerID=40&md5=7f12e416a5d600b755b2aab572574caf |