A Comparative Study of Some Treatments For the Problems of  Multicollinearity and Autocrrelation of  Residuals

Hussein, Mohammed Abdullah; EL-Khawaga, Moustafa Abdel Moneim; Karosa, Ahmed

doi:10.21608/acj.2023.311408

A Comparative Study of Some Treatments For the Problems of Multicollinearity and Autocrrelation of Residuals

Document Type : Original Article

Authors

¹ Master researcher Department of Statistics, Mathematical and Insurance Faculty of Commerce, University of Alexandria

² Statistics professor Faculty of Commerce, University of Alexandria The Egyptian Arabic Republic

³ Lecturer in the Department of Statistics, Sports and Insurance Faculty of Commerce, University of Alexandria The Egyptian Arabic Republic

10.21608/acj.2023.311408

Abstract

This study deals with a comparison of the performance of an r-(k,d) class estimator which includes serveal estimators treatments for the problems, and (r-k)class estimator and combined estimators method(CEM) and 0rdinary least squares (OLS) estimator when there is a problem of multicollinearity and auto-correlated errors in the data. The performance of the estimators was compared in order to obtain the best estimator to overcome the two problems together using root mean square error.It was found that the estimator is the best r-(k,d) class estimator and then the (CEM) estimator

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