Improved Heteroscedasticity-Consistent Ridge Estimators for Linear Regression with Multicollinearity
Irum Sajjad Dar, Sohail Chand
Topics & Concepts
MulticollinearityHeteroscedasticityEstimatorEconometricsMean squared errorStatisticsComputer scienceLinear regressionRidgeRegressionMathematicsGeographyCartographyAdvanced Statistical Methods and ModelsStatistical Methods and InferenceControl Systems and Identification