Modified ridge regression parameters: a comparative Monte Carlo study

Authors Yasin Asar, Adnan Karaibrahimoğlu, Asir Genc

Publication date 26 January 2015

multicollinearity multiple linear regression Monte Carlo simulations ridge estimator

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Paired and multiple comparisons; multiple testing (62J15)

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