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An efficient estimation technique for investigating economic growth and its determinants for Nigeria in the presence of multicollinearity

Ebiwonjumi, Ayooluwade; Chifurira, Retius; Chihamu, … - In: International journal of finance & banking studies : JJFBS 11 (2022) 1, pp. 107-119

Persistent link: https://www.econbiz.de/10012804728

Ridge type shrinkage estimation of seemingly unrelated regressions and analytics of economic and financial data from "Fragile Five" countries

Yüzbaşı, Bahadır; Ahmed, Syed E. - In: Journal of risk and financial management : JRFM 13 (2020) 6/131, pp. 1-19

seemingly unrelated regression model when explanatory variables are affected by multicollinearity. To that end, we split the …

Persistent link: https://www.econbiz.de/10012309109

Diagnosing and correcting the effects of multicollinearity : Bayesian implications of ridge regression

Assaf, A. Georges; Tsionas, Efthymios G.; Tasiopoulos, … - In: Tourism management : research, policies, practice 71 (2019), pp. 1-8

Persistent link: https://www.econbiz.de/10011987744

Quantitative methods for a linear regression model with multicollinearity : application to yields of treasury bills

Gómez, Román Salmerón; Martínez, Eduardo Rodríguez - In: Revista de métodos cuantitativos para la economía y … 24 (2017), pp. 169-189

It is known that, when in the linear regression model there is a high degree of multicollinearity, the results obtained … also shown that regression with orthogonal variables makes sense regardless of the existence of serious multicollinearity …

Persistent link: https://www.econbiz.de/10011845497

Extracting relevant predictors of the severity of mental illnesses from clinical information using regularisation regression models

Kaushik, Sakshi; Sabharwal, Alka; Grover, Gurprit - In: Statistics in transition : an international journal of … 23 (2022) 2, pp. 129-152

non-parametric random forest algorithm. The multicollinearity is detected based on the variance inflation factor. Owing to … the presence of multicollinearity, regularisation techniques such as ridge regression and extensions of the least absolute …

Persistent link: https://www.econbiz.de/10013419432

A new biased estimator based on ridge estimation

Sakallıoğlu, Sadullah; Kaçıranlar, Selahattin - In: Statistical Papers 49 (2008) 4, pp. 669-689

Persistent link: https://www.econbiz.de/10008533751

A Ridge Regression estimator for the zero-inflated Poisson model

Kibria, B. M. Golam; Månsson, Kristofer; Shukur, Ghazi - Centre of Excellence for Science and Innovation … - 2011

addressed for this model is multicollinearity. This paper proposes ridge regression estimators and some methods of estimating … estimators. Both MSE and MAE are considered as performance criterion. The simulation study shows that some estimators are better …

Persistent link: https://www.econbiz.de/10010742108

A new Liu-type estimator

Kurnaz, Fatma; Akay, Kadri - In: Statistical Papers 56 (2015) 2, pp. 495-517

The purpose of this paper is to introduce a new general Liu-type estimator which includes the ordinary least squares (OLS), ordinary ridge regression (ORR), Liu estimators and some estimators with two biasing parameters as special cases. Also, we investigate the superiority of the new Liu-type...

Persistent link: https://www.econbiz.de/10011241328

Modified Ridge Parameters for Seemingly Unrelated Regression Model

Zeebari, Zangin; Shukur, Ghazi; Kibria, B. M. Golam - Handelns Utredningsinstitut (HUI Research) - 2010

developed by Alkhamisi and Shukur (2008), AS, when the explanatory variables are affected by multicollinearity. Nine ridge …

Persistent link: https://www.econbiz.de/10009225861

Developing Ridge Parameters for SUR Models

Alkhamisi, M.A.; Shukur, Ghazi - Centre of Excellence for Science and Innovation … - 2007

regression (SUR) parameters, when the explanatory variables are affected by multicollinearity. Several ridge parameters are …

Persistent link: https://www.econbiz.de/10005644943