Comparison of parameter estimation methods when multicollinearity and outlier exists / Aida Nurasikin Jamil ...[et al.]
Ordinary Least Squares (OLS) estimator become worse in the presence of multicollinearity and outlier. Here, three methods are suggested to improve the model when multicollinearity and outlier exists, the first one is Jackknife Regression (JR) based on left out method, the second is Ridge Regression...
| Main Authors: | , , , |
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| Format: | Thesis |
| Language: | English |
| Published: |
2019
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| Subjects: | |
| Online Access: | https://ir.uitm.edu.my/id/eprint/32559/1/32559.pdf |