On Some Test Statistics for Testing the Regression Coefficients in Presence of Multicollinearity: A Simulation Study Article

Perez-Melo, Sergio, Kibria, BM Golam. (2020). On Some Test Statistics for Testing the Regression Coefficients in Presence of Multicollinearity: A Simulation Study . 3(1), 40-55. 10.3390/stats3010005

cited authors

  • Perez-Melo, Sergio; Kibria, BM Golam

authors

publication date

  • March 1, 2020

keywords

  • ESTIMATORS
  • Mathematics
  • Mathematics, Interdisciplinary Applications
  • PARAMETERS
  • PERFORMANCE
  • Physical Sciences
  • RIDGE-REGRESSION
  • Science & Technology
  • Statistics & Probability
  • empirical power
  • mean square error (MSE)
  • multiple linear regression
  • ridge regression
  • simulation study
  • size of the test
  • t-test
  • type I error rate

Digital Object Identifier (DOI)

publisher

  • MDPI

start page

  • 40

end page

  • 55

volume

  • 3

issue

  • 1