2 papers
stat.ME2025
Generalized Ridge Regression: Applications to Nonorthogonal Linear Regression Models
Román Salmerón Gómez, Catalina García García, Guillermo Hortal Reina
This paper analyzes the possibilities of using the generalized ridge regression to mitigate multicollinearity in a multiple linear regression model. For this purpose, we obtain the…
stat.ME2024
Generalized Ridge Regression: Biased Estimation for Multiple Linear Regression Models
Román Salmerón Gómez, Catalina García García, Guillermo Hortal Reina
When the regressors of a econometric linear model are nonorthogonal, it is well known that their estimation by ordinary least squares can present various problems that discourage t…