Modified Ridge Regression Parameters: A Comparative Monte Carlo Study
Yükleniyor...
Dosyalar
Tarih
2014
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
In multiple regression analysis, the independent variables should beuncorrelated within each other. If they are highly intercorrelated, thisserious problem is called multicollinearity. There are several methodsto get rid of this problem and one of the most famous one is the ridgeregression. In this paper, we will propose some modified ridge parameters. We will compare our estimators with some estimators proposedearlier according to mean squared error (MSE) criterion. All resultsare calculated by a Monte Carlo simulation. According to simulationstudy, our estimators perform better than the others in most of thesituations in the sense of MSE.
Açıklama
WOS:000347016500016
Anahtar Kelimeler
Multicollinearity, Multiple linear regression, Ridge Regression, Ridge estimator, Monte Carlo simulation
Kaynak
Hacettepe Journal of Mathematics and Statistics
WoS Q Değeri
Q4
Scopus Q Değeri
Q3
Cilt
43
Sayı
5
Künye
Asar, Y., Karaibrahimoğlu, A., Genç, A. (2014). Modified ridge regression parameters: A comparative Monte Carlo study. Hacettepe Journal of Mathematics and Statistics, 43, 5, 827-841.
