Condition-index based new ridge regression estimator for linear regression model with multicollinearity

Irum Sajjad Dar; Sohail Chand; Maha Shabbir; B. M. Golam Kibria

doi:10.1016/j.kjs.2023.02.013

ScienceGate Book Chapters

JOURNAL ARTICLE

Condition-index based new ridge regression estimator for linear regression model with multicollinearity

Irum Sajjad Dar Sohail Chand Maha Shabbir B. M. Golam Kibria

Year: 2023 Journal: Kuwait Journal of Science Vol: 50 (2)Pages: 91-96 Publisher: Elsevier BV

DOI: 10.1016/j.kjs.2023.02.013

Get Full-Text PDF Get Analytical Report

Keywords:

Multicollinearity Statistics Estimator Variance inflation factor Mean squared error Mathematics Linear regression Ridge Regression Regression analysis Minimum-variance unbiased estimator Bias of an estimator Variance (accounting)

Metrics

Cited By

26.18

FWCI (Field Weighted Citation Impact)

Refs

0.99

Citation Normalized Percentile

Is in top 1%

Is in top 10%

Citation History

Topics

Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Advanced Statistical Process Monitoring

Social Sciences → Decision Sciences → Statistics, Probability and Uncertainty

Advanced Measurement and Detection Methods

Physical Sciences → Engineering → Electrical and Electronic Engineering

Condition-index based new ridge regression estimator for linear regression model with multicollinearity

Metrics

Citation History

Topics

Related Documents

Adjustment of ridge estimator for linear regression model with multicollinearity

A modified ridge m-estimator for linear regression model with multicollinearity and outliers

An alternative estimator of ridge regression with multicollinearity

Restricted Ridge Regression estimator as a parameter estimation in multiple linear regression model for multicollinearity case

Improved Ridge Estimator in Linear Regression with Multicollinearity, Heteroscedastic Errors and Outliers