Performance of LASSO and Elastic net estimators in Misspecified Linear Regression Model
Ridge Estimator (RE) has been used as an alternative estimator for Ordinary Least Squared Estimator (OLSE) to handle multicollinearity problem in the linear regression model. However, it introduces heavy bias when the number of predictors is high, and it may shrink irrelevant regression coefficients...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Faculty of Science, University of Peradeniya, Sri Lanka
2019-09-01
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| Series: | Ceylon Journal of Science |
| Subjects: | |
| Online Access: | https://cjs.sljol.info/articles/7654 |