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A proposedformula for solving the problem of multicollinearity and restricted data with A simulation | ||
| IRAQI JOURNAL OF STATISTICAL SCIENCES | ||
| Article 33, Volume 13, Issue 3, 2013, Pages 298-314 PDF (0 K) | ||
| DOI: 10.33899/iqjoss.2013.081240 | ||
| Abstract | ||
| This study found out a method derived from ridge regression and restricted least-squares methods to solve the problem of multicollinearity and restricted data at the same time. A simulation study including these problems was carried out . The study used the mean squares error (MSE) to test the efficiency of the Proposedformula. The study concludes that the Proposed formula results in the lowest mean squares error compared with other methods. | ||
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