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Gini-PLS Regressions |
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| Authors: | Mussard Stéphane Souissi-Benrejab Fattouma |
| Institution: | 1.Chrome Université de Nîmes, Nîmes, France ;2.MRE University of Montpellier, Montpellier, France ;3.GrEdi University of Sherbrooke, Quebec, Canada ;4.Liser Luxembourg, Esch-sur-Alzette, Luxembourg ;5.Université Montpellier 1, UMR5474 LAMETA, 34000, Montpellier, France ;6.Faculté d’Economie, Av. Raymond Dugrand, Site de Richter C.S. 79606, 34960, Montpellier Cedex, France ; |
| Abstract: | Journal of Quantitative Economics - Data contamination and excessive correlations between regressors (multicollinearity) constitute a standard and major problem in econometrics. Two techniques... |
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