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Applied Statistics Commons

Open Access. Powered by Scholars. Published by Universities.®

Multicollinearity

Wayne State University

2010

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Full-Text Articles in Applied Statistics

Ridge Regression Based On Some Robust Estimators, Hatice Samkar, Ozlem Alpu Nov 2010

Ridge Regression Based On Some Robust Estimators, Hatice Samkar, Ozlem Alpu

Journal of Modern Applied Statistical Methods

Robust ridge methods based on M, S, MM and GM estimators are examined in the presence of multicollinearity and outliers. GMWalker, using the LS estimator as the initial estimator is used. S and MM estimators are also used as initial estimators with the aim of evaluating the two alternatives as biased robust methods.