RIDGE LEAST ABSOLUTE DEVIATION PERFORMANCE IN ADDRESSING MULTICOLLINEARITY AND DIFFERENT LEVELS OF OUTLIER SIMULTANEOUSLY

RIDGE LEAST ABSOLUTE DEVIATION PERFORMANCE IN ADDRESSING MULTICOLLINEARITY AND DIFFERENT LEVELS OF OUTLIER SIMULTANEOUSLY

If there is multicollinearity and outliers in the data, the inference about parameter estimation in the LS method will deviate due to the inefficiency of this method in estimating. To overcome these two problems simultaneously, it can be done using robust regression, one of which is ridge least abso...

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Bibliographic Details
Main Authors: Netti Herawati, Subian Saidi, Dorrah Azis
Format: Article
Language:English
Published: Universitas Pattimura 2022-09-01
Series:Barekeng
Subjects:
multicollinearity
outliers
rlad
ls
mse
Online Access:https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/5288
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