Estimation parameters using Bisquare weighted robust ridge regression BRLTS estimator in the presence of multicollinearity and outliers
Published: Jan 1, 2016
Abstract
This study presents an improvement to robust ridge regression estimator. We proposed two methods Bisquare ridge least trimmed squares (BRLTS) and Bisquare ridge least absolute value (BRLAV) based on ridge least trimmed squares (RLTS) and ridge least absolute value (RLAV), respectively. We compared these methods with existing estimators, namely ordinary least squares (OLS) and Huber ridge regression (HRID) using three criteria: Bias, Root Mean...
Paper Details
Title
Estimation parameters using Bisquare weighted robust ridge regression BRLTS estimator in the presence of multicollinearity and outliers
Published Date
Jan 1, 2016
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