Estimation under Multicollinearity: Application of Restricted Liu and Maximum Entropy Estimators to the Portland Cement Dataset
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References listed on IDEAS
- Sudhanshu Mishra, 2004. "Multicollinearity and maximum entropy leuven estimator," Economics Bulletin, AccessEcon, vol. 3(25), pages 1-11.
- Quirino Paris, 2001. "Multicollinearity and maximum entropy estimators," Economics Bulletin, AccessEcon, vol. 3(11), pages 1-9.
- Paris, Quirino, 2001. "Mele: Maximum Entropy Leuven Estimators," Working Papers 11991, University of California, Davis, Department of Agricultural and Resource Economics.
- Golan, Amos & Judge, George G. & Miller, Douglas, 1996. "Maximum Entropy Econometrics," Staff General Research Papers Archive 1488, Iowa State University, Department of Economics.
- Dasgupta, Madhuchhanda & Mishra, SK, 2004. "Least absolute deviation estimation of linear econometric models: A literature review," MPRA Paper 1781, University Library of Munich, Germany.
- repec:ebl:ecbull:v:3:y:2004:i:25:p:1-11 is not listed on IDEAS
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- Sudhanshu K. MISHRA, 2016.
"Shapley Value Regression and the Resolution of Multicollinearity,"
Journal of Economics Bibliography,
KSP Journals, vol. 3(3), pages 498-515, September.
- Mishra, SK, 2016. "Shapley value regression and the resolution of multicollinearity," MPRA Paper 72116, University Library of Munich, Germany.
More about this item
KeywordsMulticollinearity; Estimator; Restricted Liu; Maximum Entropy Leuven estimator; MEL family; Modular Maximum Entropy Leuven estimator; Least Absolute Deviation; Minimum Norm Least Squares; Moore-Penrose inverse; Portland cement dataset;
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
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