Results 1 to 10 of about 21,030 (245)

Regression, Multicollinearity and Markowitz

Finance Research Letters, 2023
Roberto Ortiz, Mauricio Contreras, Cristhian Mellado   +2 more
openaire   +1 more source

A note on some new modifications of ridge estimators

Kuwait Journal of Science, 2017
Ridge estimator is an alternative to ordinary least square estimator when there is multicollinearity problem. There are many proposed estimators in literature.
Yasin Asar, Aşır Genç
doaj  

Bagging-based heteroscedasticity-adjusted ridge estimators in the linear regression model

Kuwait Journal of Science
The existence of multicollinearity between independent variables and heteroscedastic error has a colossal impact on the performance of the ordinary least square (OLS) estimator and its covariance matrix.
doaj   +1 more source

RIDGE REGRESSION AS A POLICY FORECASTING TOOL IN LOW-DATA ENVIRONMENTS: EVIDENCE FROM BANGLADESH

Economic Review
Forecasting economic development outcomes in low-data environments is a significant challenge in many developing countries. This study presents ridge regression as a solid alternative to ordinary least squares (OLS) for policy forecasting in situations ...
Syed Ishfaqul Bari
doaj  

APPROXIMATE LEAST SQUARES ESTIMATION OF ONE FORM OF NON-ELEMENTARY MODULAR LINEAR REGRESSIONS

Модели, системы, сети в экономике, технике, природе и обществе
Background. The problem of finding new structural specifications of regression models with interesting interpretive properties is currently relevant.
M.P. Bazilevskiy
doaj   +1 more source

Multicollinearity

, 2020
openaire   +1 more source

Multicollinearity

, 2002
openaire   +1 more source

Multicollinearity [PDF]

Wiley Interdisciplinary Reviews: Computational Statistics, 2010
AbstractMulticollinearity refers to the linear relation among two or more variables. It is a data problem which may cause serious difficulty with the reliability of the estimates of the model parameters. In this article, multicollinearity among the explanatory variables in the multiple linear regression model is considered.
Aylin Alin
exaly   +10 more sources

Detecting Multicollinearity

American Statistician, 1982
Edward R. Mansfield, Billy P. Helms
exaly   +2 more sources

Multicollinearity

2011
Radi se o enciklopedijskoj natuknici na jednoj stranici sa 4 reference. Natuknica je prikazana na str. 869-870 u 13. dijelu "International Encyclopedia of Statistical Science" (Springer, 2011)
openaire   +4 more sources