a simulation comparison of Ridge regression estimators with Lars

Introduction Regression analysis is a common method for modeling relationships between variables. Usually Ordinary Least Squares method is applied to estimate regression model parameters. These estimators are unbiased and appropriate when design matrix is nonsingular. In presence of multicollineari...

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Bibliographic Details
Main Authors: Roshanak Alimohammadi, Jaleh Bahari
Format: Article
Language:fas
Published: Kharazmi University 2022-06-01
Series:پژوهش‌های ریاضی
Subjects:
Online Access:http://mmr.khu.ac.ir/article-1-2942-en.html