Performance of ridge regression estimator methods on small sample size by varying correlation coefficients: a simulation study

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Performance of ridge regression estimator methods on small sample size by varying correlation coefficients: a simulation study

When independent variables have high linear correlation in a multiple linear regression model, we can have wrong analysis. It happens if we do the multiple linear regression analysis based on common Ordinary Least Squares (OLS) method. In this situation, we are suggested to use ridge regression esti...

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Bibliographic Details
Main Authors:	Fitrianto, Anwar, Lee, Ceng Yik
Format:	Article
Published:	Science Publications 2014
Online Access:	http://psasir.upm.edu.my/id/eprint/34880/

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