Gini-PLS Regressions

Data 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.

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Year of publication:	2015-02
Authors:	Mussard, Stéphane ; Souissi-Benrejab, Fattouma
Institutions:	LAboratoire Montpelliérain d'Économie Théorique et Appliquée (LAMETA), Faculté de sciences économiques

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Extent:	application/pdf
Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	30 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011165231