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