Two Stage Robust Ridge Method in a Linear Regression Model

Authors

Adewale Folaranmi Lukman, Ladoke Akintola University of TechnologyFollow
Oyedeji Isola Osowole, University of IbadanFollow
Kayode Ayinde, Ladoke Akintola University of TechnologyFollow

Abstract

Two Stage Robust Ridge Estimators based on robust estimators M, MM, S, LTS are examined in the presence of autocorrelation, multicollinearity and outliers as alternative to Ordinary Least Square Estimator (OLS). The estimator based on S estimator performs better. Mean square error was used as a criterion for examining the performances of these estimators.

DOI

10.22237/jmasm/1446350820