A New Convex Estimator Combining Ridge and Ordinary Least Squares Estimators

In the presence of high correlation between the independent variables in the linear regression model, which is known as the multicollinearity problem, the ordinary least squares estimator produce large variations in the sample. To overcome this problem, several estimators have been recommended. One...

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Bibliographic Details
Main Authors: Karam Al-janabi, Mustafa Alheety
Format: Article
Language:English
Published: University of Anbar 2024-12-01
Series:مجلة جامعة الانبار للعلوم الصرفة
Subjects:
Online Access:https://juaps.uoanbar.edu.iq/article_185798_04b4c6f9fa252e4e4a47b7e5a757ee3d.pdf