Condition-index based new ridge regression estimator for linear regression model with multicollinearity
Ridge regression is employed to estimate the regression parameters while circumventing the multicollinearity among independent variables. The ridge parameter plays a vital role as it controls bias-variance tradeoff. Several methods for choosing the ridge parameter are suggested in the literature. In...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2023-04-01
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| Series: | Kuwait Journal of Science |
| Subjects: | |
| Online Access: | https://www.sciencedirect.com/science/article/pii/S2307410823000135 |
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