JOURNAL ARTICLE

Improved Heteroscedasticity-Consistent Ridge Estimators for Linear Regression with Multicollinearity

Irum Sajjad DarSohail Chand

Year: 2023 Journal:   Iranian Journal of Science Vol: 47 (5-6)Pages: 1593-1604   Publisher: Springer Science+Business Media
Keywords:
Multicollinearity Heteroscedasticity Estimator Econometrics Mean squared error Statistics Computer science Linear regression Ridge Regression Mathematics Geography

Metrics

4
Cited By
2.55
FWCI (Field Weighted Citation Impact)
33
Refs
0.84
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
Statistical Methods and Inference
Physical Sciences →  Mathematics →  Statistics and Probability
Control Systems and Identification
Physical Sciences →  Engineering →  Control and Systems Engineering

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