Browsing by Subject "Misspecified model"

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Mean square error comparison between ridge and lasso estimators in the Misspecified linear regression model

Kayanan, M.; Wijekoon, P. (Postgraduate Institute of Science , University of Peradeniya, Sri Lanka, 09-11-18)

It is well-known that the Ridge Estimator has been used as an alternative estimator for Ordinary Least Squared Estimator (OLSE) to handle multicollinearity problem in the linear regression model. However, it introduces ...
Performance of LASSO and Elastic net estimators in Misspecified Linear Regression Model

Kayanan, M.; Wijekoon, P. (Faculty of Science, University of Peradeniya, Sri Lanka, 16-09-19)

Ridge Estimator (RE) has been used as an alternative estimator for Ordinary Least Squared Estimator (OLSE) to handle multicollinearity problem in the linear regression model. However, it introduces heavy bias when the ...

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