Ridge Regression Based on Some Robust Estimators

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ŞAMKAR H., ALPU Ö.

JOURNAL OF MODERN APPLIED STATISTICAL METHODS, cilt.9, sa.2, ss.495-501, 2010 (ESCI) identifier identifier

Özet

Robust ridge methods based on M, S, MM and GM estimators are examined in the presence of multicollinearity and outliers. GMWalker, using the LS estimator as the initial estimator is used. S and MM estimators are also used as initial estimators with the aim of evaluating the two alternatives as biased robust methods.