Robust-stein estimator for overcoming outliers and multicollinearity.
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ABSTRACT:
SUBMITTER: Lukman AF
PROVIDER: S-EPMC10241929 | biostudies-literature | 2023 Jun
REPOSITORIES: biostudies-literature
Publications
Robust-stein estimator for overcoming outliers and multicollinearity.
Lukman Adewale F AF Farghali Rasha A RA Kibria B M Golam BMG Oluyemi Okunlola A OA
Scientific reports 20230605 1
Linear regression models with correlated regressors can negatively impact the performance of ordinary least squares estimators. The Stein and ridge estimators have been proposed as alternative techniques to improve estimation accuracy. However, both methods are non-robust to outliers. In previous studies, the M-estimator has been used in combination with the ridge estimator to address both correlated regressors and outliers. In this paper, we introduce the robust Stein estimator to address both ...[more]
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