Evaluating Estimator Performance Under Multicollinearity: A Trade-Off Between MSE and Accuracy in Logistic, Lasso, Elastic Net, and Ridge Regression with Varying Penalty Parameters Article

Nayem, HM, Aziz, Sinha, Kibria, BM Golam. (2025). Evaluating Estimator Performance Under Multicollinearity: A Trade-Off Between MSE and Accuracy in Logistic, Lasso, Elastic Net, and Ridge Regression with Varying Penalty Parameters . 8(2), 10.3390/stats8020045

cited authors

  • Nayem, HM; Aziz, Sinha; Kibria, BM Golam

authors

publication date

  • May 31, 2025

keywords

  • COLLINEARITY
  • MODEL
  • MONTE-CARLO
  • MSE
  • Mathematics
  • Mathematics, Interdisciplinary Applications
  • Monte Carlo Simulation
  • Physical Sciences
  • REGULARIZATION
  • SHRINKAGE
  • SIMULATION
  • Science & Technology
  • Statistics & Probability
  • VARIABLE SELECTION
  • accuracy
  • multicollinearity
  • ridge regression

Digital Object Identifier (DOI)

publisher

  • MDPI

volume

  • 8

issue

  • 2