Handling multicollinearity and outliers using weighted ridge least trimmed squares
Common problems in multiple linear regression models are multicollinearity and outliers. In this paper, we will propose a robust ridge regression. It is based on weighted ridge least trimmed squares (WRLTS). The proposed method (WRLTS) has been compared to some different estimation methods, namely t...
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| Main Authors: | , , , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2014
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| Subjects: | |
| Online Access: | http://eprints.utm.my/id/eprint/61111/1/RobiahAdnan2014_HandlingMulticollinearityandOutliers.pdf http://eprints.utm.my/id/eprint/61111/ |
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