Combating outliers and multicollinearity in linear regression model using robust Kibria-Lukman mixed with principal component estimator, simulation and computation
Scholars usually adopt the method of least squared to model the relationship between a response variable and two or more explanatory variables. Ordinary least squares estimator's performance is good when there is no outliers and multicollinearity in the regression model dataset. Outliers and mu...
Main Authors: | , , , , , |
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Format: | Article |
Language: | English |
Published: |
Elsevier
2023-03-01
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Series: | Scientific African |
Subjects: | |
Online Access: | http://www.sciencedirect.com/science/article/pii/S246822762300025X |