Open AccessA Monte Carlo Study for Dealing with Multicollinearity and Autocorrelation Problems in Linear Regression Using Two Stage Ridge Regression Method
Author(s) -
Hussein Eledum,
Hytham Hussein Awadallah
Publication year - 2021
Publication title -
mathematics and statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.149
H-Index - 3
eISSN - 2332-2144
pISSN - 2332-2071
DOI - 10.13189/ms.2021.090502
Subject(s) - multicollinearity , mathematics , monte carlo method , statistics , linear regression , autocorrelation , ridge , regression , regression diagnostic , regression analysis , proper linear model , stage (stratigraphy) , variance inflation factor , econometrics , polynomial regression , geology , paleontology
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom