Solving multicollinearity problem using ridge regression models

MaRDI QIDQ3097142zbMATH OpenFDO

Authors M. El Dereny, N. I. Rashwan

Publication date 15 November 2011

Full work available at URL http://www.m-hikari.com/ijcms-2011/9-12-2011/index.html

zbMATH Keywords

ordinary least squaresgeneralized ridge regressionbiased ridge parameterdirected ridge regressionordinary ridge regression

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

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