Modified Ridge Regression Parameters: A Comparative Monte Carlo Study

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dc.authoridYasin Asar: 0000-0003-1109-8456en_US
dc.authoridAdnan Karaibrahimoğlu: 0000-0002-8277-0281en_US
dc.contributor.authorAsar, Yasin
dc.contributor.authorKaraibrahimoğlu, Adnan
dc.contributor.authorGenç, Aşır
dc.date.accessioned2020-01-18T21:02:54Z
dc.date.available2020-01-18T21:02:54Z
dc.date.issued2014
dc.departmentNEÜ, Fen Fakültesi, Matematik ve Bilgisayar Bilimleri Bölümüen_US
dc.departmentNEÜ, Meram Tıp Fakültesi, Temel Tıp Bilimleri Bölümü, Biyoistatistik ve Tıbbi Bilişim Anabilim Dalıen_US
dc.descriptionWOS:000347016500016en_US
dc.description.abstractIn 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.en_US
dc.identifier.citationAsar, 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.en_US
dc.identifier.endpage841en_US
dc.identifier.issn1303-5010en_US
dc.identifier.issn2651-477Xen_US
dc.identifier.issue5en_US
dc.identifier.scopusqualityQ3en_US
dc.identifier.startpage827en_US
dc.identifier.urihttps://search.trdizin.gov.tr/yayin/detay/253392/
dc.identifier.urihttps://hdl.handle.net/20.500.12452/1353
dc.identifier.volume43en_US
dc.identifier.wosWOS:000347016500016en_US
dc.identifier.wosqualityQ4en_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.indekslendigikaynakScopusen_US
dc.indekslendigikaynakTR-Dizinen_US
dc.language.isoenen_US
dc.relation.ispartofHacettepe Journal of Mathematics and Statisticsen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US]
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectMulticollinearityen_US
dc.subjectMultiple linear regressionen_US
dc.subjectRidge Regressionen_US
dc.subjectRidge estimatoren_US
dc.subjectMonte Carlo simulationen_US
dc.titleModified Ridge Regression Parameters: A Comparative Monte Carlo Studyen_US
dc.typeArticleen_US

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