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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Bibliographic Details
Main Authors: Pati, Kafi Dano, Adnan, Robiah, Saffari, Seyed Ehsan, Rasheed, Bello Abdulkadir
Format: Conference or Workshop Item
Language:English
Published: 2014
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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