A revised Cholesky decomposition to combat multicollinearity in multiple regression models (Q5106929): Difference between revisions

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Latest revision as of 12:06, 22 July 2024

scientific article; zbMATH DE number 7192064
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English
A revised Cholesky decomposition to combat multicollinearity in multiple regression models
scientific article; zbMATH DE number 7192064

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    A revised Cholesky decomposition to combat multicollinearity in multiple regression models (English)
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    22 April 2020
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    linear regression
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    multicollinearity
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    ordinary least-squares estimator
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    ridge estimator
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    Cholesky decomposition
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    Identifiers

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