El método de alzado sucesivo y su relación con el método cresta
- García Pérez, José
- García García, Catalina Beatriz
- López Martín, María del Mar
- Salmerón Gómez, Román
- García Lizana, Antonio (coord.)
- Fernández Morales, Antonio (coord.)
- Podadera Rivera, Pablo (coord.)
Editorial: Asociación Española de Economía Aplicada, ASEPELT
Any de publicació: 2014
Pàgines: 1323-1338
Congrés: ASEPELT España. Reunión anual (28. 2014. Málaga)
Tipus: Aportació congrés
Resum
The collinearity problem deals with the existence of linear relationships between two or more independent variables in a linear model. Some of the possible solutions can be to improve the sample or simply to dispense with the variable that produces collinearity. The ridge regression was proposed to treat this problem in a more mechanical and objective way. Alternatively, García et al 2010 have proposed the raise regression to estimate a linear model with collinearity. In this paper we show that the ridge estimator can be obtained from the successive application of the raise regression under some conditions. We illustrate our results with an empirical application.