Improved Heteroscedasticity-Consistent Ridge Estimators for Linear Regression with Multicollinearity

Irum Sajjad Dar; Sohail Chand

doi:10.1007/s40995-023-01513-8

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Improved Heteroscedasticity-Consistent Ridge Estimators for Linear Regression with Multicollinearity

Irum Sajjad Dar Sohail Chand

Year: 2023 Journal: Iranian Journal of Science Vol: 47 (5-6)Pages: 1593-1604 Publisher: Springer Science+Business Media

DOI: 10.1007/s40995-023-01513-8

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Keywords:

Multicollinearity Heteroscedasticity Estimator Econometrics Mean squared error Statistics Computer science Linear regression Ridge Regression Mathematics Geography

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Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Control Systems and Identification

Physical Sciences → Engineering → Control and Systems Engineering

Improved Heteroscedasticity-Consistent Ridge Estimators for Linear Regression with Multicollinearity

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