Influence measures in ridge regression when the error terms follow an AR(1) process (Q311286)
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scientific article; zbMATH DE number 6630922
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| English | Influence measures in ridge regression when the error terms follow an AR(1) process |
scientific article; zbMATH DE number 6630922 |
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Influence measures in ridge regression when the error terms follow an AR(1) process (English)
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29 September 2016
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autocorrelation
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regression diagnostics
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ridge estimator
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multicollinearity
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generalized least squares estimator
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0.8302550911903381
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0.7937007546424866
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0.791770339012146
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