Zobrazeno 1 - 2
of 2
pro vyhledávání: '"optimal ridge regression"'
Publikováno v:
Problemi Ekonomiki, Vol 1, Iss 47, Pp 155-168 (2021)
The paper discusses the applicability of the two main methods for solving the linear regression (LR) problem in the presence of multicollinearity – the OLS and the ridge methods. We compare the solutions obtained by these methods with the solution
Externí odkaz:
https://doaj.org/article/7724b35acf73470996eb4fe7a3abd2e7
Autor:
A.G. Tyzhnenko, Yevgen Ryeznik
Publikováno v:
Problemi Ekonomiki, Vol 1, Iss 47, Pp 155-168 (2021)
The paper discusses the applicability of the two main methods for solving the linear regression (LR) problem in the presence of multicollinearity – the OLS and the ridge methods. We compare the solutions obtained by these methods with the solution
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f550e677e0447a4d2da9bf55a43d8779
https://www.problecon.com/export_pdf/problems-of-economy-2021-1_0-pages-155_168.pdf
https://www.problecon.com/export_pdf/problems-of-economy-2021-1_0-pages-155_168.pdf