A Robust Ridge Regression Approach in the Presence of Both Multicollinearity and Outliers in the Data
Multicollinearity often leads to inconsistent and unreliable parameter estimates in regression analysis. This situation will be more severe in the presence of outliers it will cause fatter tails in the error distributions than the normal distributions. The wellknown procedure that is robust to multi...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Proceedings Paper |
| Language: | English en_US |
| Published: |
AMER INST PHYSICS
2024
|
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Be the first to leave a comment!