Ridge Estimation's Effectiveness for Multiple Linear Regression with Multicollinearity: An Investigation Using Monte-Carlo Simulations
The goal of this research is to compare multiple linear regression coefficient estimations with multicollinearity. In order to quantify the effectiveness of estimations by the mean of average mean square error, the ordinary least squares technique (OLS), modified ridge regression method (MRR), and...
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| Main Authors: | , , |
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| Format: | article |
| Language: | EN |
| Published: |
Nigerian Society of Physical Sciences
2021
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| Subjects: | |
| Online Access: | https://doaj.org/article/6fae51ecbee940bd9c60bf2c4c0df6d4 |
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