A COMPARISON OF LEAST SQUARES ESTIMATOR AND RIDGE ESTIMATOR IN MULTIPLE REGRESSION MODEL WHEN MULTICOLLINEARITY IS PRESENT

Authors

  • Pattamawadee ์Nantananet

Abstract

ข้อความบทคัดย่อไม่สมบูรณ์ กรุณาดูฉบับพิมพ์

References

Askin, R. G., and Montgomery, D. C. (1980). Augmented robust estimators. Technometrics, 22, pp.333-341.

Chatterjee, Samprit and Price, Bertram. (1977). Regression Analysis by Example. New York : John Wiley & Sons.

Hoerl, A. E. and Kennard, R. W. (1970). Ridge Regression : Applications to nonorthogonal problems. Technometrics, 12, pp. 69-82.

Hoerl, A. E., Kennard, R. W., and Bladwin, K. F. (1975). Ridge Regression : Some simulations. Communication Statistics, 4, pp.105-123.

Koenker, R. W., and Bassett, G. W. (1978). Regression quantiles. Econometrica, 46, pp.33-50.

Neter, John and Wasserman, William. (1990). Applied Linear Statistical Models. Homewood, Illinois : Richard D. Irwin.

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Published

2020-08-15

How to Cite

์Nantananet P. (2020). A COMPARISON OF LEAST SQUARES ESTIMATOR AND RIDGE ESTIMATOR IN MULTIPLE REGRESSION MODEL WHEN MULTICOLLINEARITY IS PRESENT. SUTHIPARITHAT JOURNAL, 18(56), 77–85. retrieved from https://so05.tci-thaijo.org/index.php/DPUSuthiparithatJournal/article/view/246001

Issue

Vol. 18 No. 56 (2004): กันยายน-ธันวาคม 2547

Section

Academic Articles

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