New penalized M-estimators in robust ridge regression: real life applications using sports and tobacco data

The ordinary least square and ridge regression estimators are very sensitive to the joint presence of multicollinearity and outliers in the y-direction. The method of robust ridge regression with penalized or biasing parameter provides biased but efficient results than least square and ridge regress...

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Bibliographic Details
Published inCommunications in statistics. Simulation and computation Vol. 54; no. 6; pp. 1746 - 1765
Main Authors Wasim, Danish, Khan, Sajjad Ahmad, Suhail, Muhammad, Shabbir, Maha
Format Journal Article
LanguageEnglish
Published Taylor & Francis 03.06.2025
Subjects
MSE
Multicollinearity
OLS
Outliers
Penalized m-estimator
Robust ridge regression
Online AccessGet full text
ISSN0361-0918
1532-4141
DOI10.1080/03610918.2023.2293648

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