Browsing Department of Physical Science by Subject "Multicollinearity"

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Combining Lasso and Liu type estimator in the linear regression model

Kayanan, M.; Wijekoon, P. (International Statistical Institute, 21-08-19)

The Ordinary Least Square Estimator (OLSE) has been widely used to estimate unknown parameters in the linear regression model. Since OLSE produces high variance on the estimates when multicollinearity exists among the ...
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 ...
Modified Stochastic Restricted Ridge Estimator in Misspecified Linear Regression Model

Kayanan, M.; Wijekoon, P. (Institute of Applied Statistics, Sri Lanka, 28-12-18)

Misspecification of the linear model due to omitting relevant explanatory variable from the model and multicollinearity among the explanatory variables are considered as two of the problems which are considered seriously ...

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