A heuristic approach to combat multicollinearity in least trimmed squares regression analysis

DOI10.1016/j.apm.2017.11.011zbMath1480.62146OpenAlexW2781181131MaRDI QIDQ2295249

Mahdi Roozbeh, Alireza Naeimi Sadigh, Saman Babaie-Kafaki

Publication date: 12 February 2020

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2017.11.011

zbMATH Keywords

constrained optimizationheuristic algorithmbreakdown pointmulticollinearityleast trimmed squares estimatorridge estimation

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Applications of mathematical programming (90C90)

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