Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Sharad Damodar Gore"'
Publikováno v:
Surveys in Mathematics and its Applications, Vol 4 (2009), Pp 99-109 (2009)
Statistical literature has several methods for coping with multicollinearity. This paper introduces a new shrinkage estimator, called modified unbiased ridge (MUR). This estimator is obtained from unbiased ridge regression (URR) in the same way that
Externí odkaz:
https://doaj.org/article/4a1ebd8ee9cf46af994305dbcee2556c
Publikováno v:
Surveys in Mathematics and its Applications, Vol 3 (2008), Pp 111-122 (2008)
A common problem in multiple regression models is multicollinearity, which produces undesirable effects on the least squares estimator. To circumvent this problem, two well known estimation procedures are often suggested in the literature. They are G
Externí odkaz:
https://doaj.org/article/9f9844d9b1ca4789a0f59de75167ed21