Modified Ridge Parameters for Seemingly Unrelated Regression Model (Q3168560)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modified Ridge Parameters for Seemingly Unrelated Regression Model |
scientific article |
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Modified Ridge Parameters for Seemingly Unrelated Regression Model (English)
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31 October 2012
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modified SUR ridge regression
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Monte Carlo simulations
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multicollinearity
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TMSE
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0.91016966
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0.9014513
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0.88386583
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