A Robust Ridge Regression For Multicollinearity Problem In The Presence Of Outliers In The Data
The Ordinary Least Square (OLS) is a widely used method of estimation in classical regression analysis to investigate the linear relationship among the variables of interest. The OLS estimator is the Best Linear Unbiased Estimator (BLUE) when the two assumptions are fulfilled: i) independency of exp...
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Format: | Thesis |
Language: | en_US |
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