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- Title
Robust-stein estimator for overcoming outliers and multicollinearity.
- Authors
Lukman, Adewale F.; Farghali, Rasha A.; Kibria, B. M. Golam; Oluyemi, Okunlola A.
- Abstract
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 issues simultaneously. Our simulation and application results demonstrate that the proposed technique performs favorably compared to existing methods.
- Subjects
MULTICOLLINEARITY; REGRESSION analysis
- Publication
Scientific Reports, 2023, Vol 13, Issue 1, p1
- ISSN
2045-2322
- Publication type
Article
- DOI
10.1038/s41598-023-36053-z