A New Biased Estimator to Combat the Multicollinearity of the Gaussian Linear Regression Model
In a multiple linear regression model, the ordinary least squares estimator is inefficient when the multicollinearity problem exists. Many authors have proposed different estimators to overcome the multicollinearity problem for linear regression models. This paper introduces a new regression estimat...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-11-01
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| Series: | Stats |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2571-905X/3/4/33 |