کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1258382 1496528 2010 4 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Performance of a new ridge regression estimator
موضوعات مرتبط
مهندسی و علوم پایه شیمی شیمی (عمومی)
پیش نمایش صفحه اول مقاله
Performance of a new ridge regression estimator
چکیده انگلیسی

Ridge regression estimator has been introduced as an alternative to the ordinary least squares estimator (OLS) in the presence of multicollinearity. Several studies concerning ridge regression have dealt with the choice of the ridge parameter. Many algorithms for the ridge parameter have been proposed in the statistical literature. In this article, a new method for estimating ridge parameter is proposed. A simulation study has been made to evaluate the performance of the proposed estimator based on the mean squared error (MSE) criterion. The evaluation has been done by comparing the MSEs of the proposed estimator with other well-known estimators. In the presence of multicollinearity, the simulation study indicates that under certain conditions the proposed estimator performs better than other estimators.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of the Association of Arab Universities for Basic and Applied Sciences - Volume 9, Issue 1, October 2010, Pages 23–26
نویسندگان
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