2018-04-16
AUTHORSStéphane Mussard, Fattouma Souissi-Benrejab
ABSTRACTData contamination and excessive correlations between regressors (multicollinearity) constitute a standard and major problem in econometrics. Two techniques enable solving these problems, in separate ways: the Gini regression for the former, and the PLS (partial least squares) regression for the latter. Gini-PLS regressions are proposed in order to treat extreme values and multicollinearity simultaneously. More... »
PAGES1-36
http://scigraph.springernature.com/pub.10.1007/s40953-018-0132-9
DOIhttp://dx.doi.org/10.1007/s40953-018-0132-9
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