Two-Parameter Modified Ridge-Type M-Estimator for Linear Regression Model.

This study proposed a two-parameter ridge-type modified M-estimator (RTMME) based on the M-estimator to deal with the combined problem resulting from multicollinearity and outliers. Through theoretical proofs, Monte Carlo simulation, and a numerical example, the proposed estimator outperforms the modified ridge-type estimator and some other considered existing estimators. PMID: 32508537 [PubMed]

https://www.ncbi.nlm.nih.gov/pubmed/32508537?dopt=Abstract

Source: The Scientific World Journal - June 10, 2020 Category: Science Tags: ScientificWorldJournal Source Type: research

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