Robust estimations as a remedy for multicollinearity caused by multiple high leverage points
Problem statement: The Least Squares (LS) method has been the most popular technique for estimating the parameters of a model due to its optimal properties and ease of computation. LS estimated regression may be seriously disturbed by multicollinearity which is a near linear dependency between two o...
| Main Authors: | , |
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| Format: | Article |
| Language: | English English |
| Published: |
Science Publications
2009
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| Subjects: | |
| Online Access: | http://psasir.upm.edu.my/id/eprint/16588/1/Robust%20estimations%20as%20a%20remedy%20for%20multicollinearity%20caused%20by%20multiple%20high%20leverage%20points.pdf |