Investigating the impact of multicollinearity on linear regression estimates / Adewoye Kunle Bayo … [et al.]

The study was to investigate the impact of multicollinearity on linear regression estimates. The study was guided by the following specific objectives, (i) to examine the asymptotic properties of estimators and (ii) to compare lasso, ridge, elastic net with Ordinary Least Squares (OLS). The study em...

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Main Authors: Bayo, Adewoye Kunle, Rafiu, Ayinla Bayo, Funmilayo, Aminu Titilope, Oluyemi, Onikola Isaac
格式: Article
语言:English
出版: Universiti Teknologi MARA 2021
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在线阅读:http://ir.uitm.edu.my/id/eprint/47825/1/47825.pdf
http://ir.uitm.edu.my/id/eprint/47825/
https://mjoc.uitm.edu.my
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