Robust techniques for linear regression with multicollinearity and outliers
The ordinary least squares (OLS) method is the most commonly used method in multiple linear regression model due to its optimal properties and ease of computation. Unfortunately, in the presence of multicollinearity and outlying observations in a data set, the OLS estimate is inefficient with inflat...
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主要作者: | Mohammed, Mohammed Abdulhussein |
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格式: | Thesis |
語言: | English |
出版: |
2016
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主題: | |
在線閱讀: | http://psasir.upm.edu.my/id/eprint/58669/1/IPM%202016%201IR%20D.pdf |
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