arXiv subjects

Guillermo Hortal Reina

Publications and source records attributed to Guillermo Hortal Reina.

2 recordsLinked to original sources

arXiv2025

Generalized Ridge Regression: Applications to Nonorthogonal Linear Regression Models

This paper analyzes the possibilities of using the generalized ridge regression to mitigate multicollinearity in a multiple linear regression model. For this purpose, we obtain the expressions for the estimated variance, the coefficient of variation, the coefficient of correlation, the variance inflation factor and the condition number. The results obtained are illustrated with two numerical examples.

stat.ME↗

arXiv2024

Generalized Ridge Regression: Biased Estimation for Multiple Linear Regression Models

When the regressors of a econometric linear model are nonorthogonal, it is well known that their estimation by ordinary least squares can present various problems that discourage the use of this model. The ridge regression is the most commonly used alternative; however, its generalized version has hardly been analyzed. The present work addresses the estimation of this generalized version, as well as the calculation of its mean squared error, goodness of fit and bootstrap inference.

stat.ME↗