The efficiency of modified jackknife and ridge type regression estimators: a comparison
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 Generalized Ridge Regression (GRR) estimation sugge...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
University Constantin Brancusi of Targu-Jiu
2008-09-01
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| Series: | Surveys in Mathematics and its Applications |
| Subjects: | |
| Online Access: | http://www.utgjiu.ro/math/sma/v03/p06.pdf |