Browsing UT - Statistics and Data Sciences by Author "Pakpahan, Eduwin"
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Which one use to overcome multicollinearity ? Ridge regression or principal component regression
Pakpahan, Eduwin | Nasoetion, Andi Hakim | Sumantri, Bambang (2000)In multiple linear regression the effect of nonorthogonality of the prediction vectors is to pull the least squares estimates of the regression coefficient away from the true coefficient that one is trying to estimate. ...