M Robust Weighted Ridge Estimator in Linear Regression Model
Correlated regressors are a major threat to the performance of the conventional ordinary least squares (OLS) estimator. The ridge estimator provides more stable estimates in this circumstance. However, both OLS and Ridge estimators are sensitive to outlying observations. In previous studies, the rob...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Nigerian Society of Physical Sciences
2023-08-01
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| Series: | African Scientific Reports |
| Subjects: | |
| Online Access: | https://asr.nsps.org.ng/index.php/asr/article/view/123 |