Yıl: 2014 Cilt: 43 Sayı: 5 Sayfa Aralığı: 827 - 841 Metin Dili: İngilizce İndeks Tarihi: 29-07-2022

Modified ridge regression parameters: A comparative Monte Carlo study

Öz:
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.
Anahtar Kelime:

Konular: Matematik İstatistik ve Olasılık
Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık
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APA Asar Y, KARAİBRAHİMOĞLU A, GENÇ A (2014). Modified ridge regression parameters: A comparative Monte Carlo study. , 827 - 841.
Chicago Asar Yasin,KARAİBRAHİMOĞLU Adnan,GENÇ Aşır Modified ridge regression parameters: A comparative Monte Carlo study. (2014): 827 - 841.
MLA Asar Yasin,KARAİBRAHİMOĞLU Adnan,GENÇ Aşır Modified ridge regression parameters: A comparative Monte Carlo study. , 2014, ss.827 - 841.
AMA Asar Y,KARAİBRAHİMOĞLU A,GENÇ A Modified ridge regression parameters: A comparative Monte Carlo study. . 2014; 827 - 841.
Vancouver Asar Y,KARAİBRAHİMOĞLU A,GENÇ A Modified ridge regression parameters: A comparative Monte Carlo study. . 2014; 827 - 841.
IEEE Asar Y,KARAİBRAHİMOĞLU A,GENÇ A "Modified ridge regression parameters: A comparative Monte Carlo study." , ss.827 - 841, 2014.
ISNAD Asar, Yasin vd. "Modified ridge regression parameters: A comparative Monte Carlo study". (2014), 827-841.
APA Asar Y, KARAİBRAHİMOĞLU A, GENÇ A (2014). Modified ridge regression parameters: A comparative Monte Carlo study. Hacettepe Journal of Mathematics and Statistics, 43(5), 827 - 841.
Chicago Asar Yasin,KARAİBRAHİMOĞLU Adnan,GENÇ Aşır Modified ridge regression parameters: A comparative Monte Carlo study. Hacettepe Journal of Mathematics and Statistics 43, no.5 (2014): 827 - 841.
MLA Asar Yasin,KARAİBRAHİMOĞLU Adnan,GENÇ Aşır Modified ridge regression parameters: A comparative Monte Carlo study. Hacettepe Journal of Mathematics and Statistics, vol.43, no.5, 2014, ss.827 - 841.
AMA Asar Y,KARAİBRAHİMOĞLU A,GENÇ A Modified ridge regression parameters: A comparative Monte Carlo study. Hacettepe Journal of Mathematics and Statistics. 2014; 43(5): 827 - 841.
Vancouver Asar Y,KARAİBRAHİMOĞLU A,GENÇ A Modified ridge regression parameters: A comparative Monte Carlo study. Hacettepe Journal of Mathematics and Statistics. 2014; 43(5): 827 - 841.
IEEE Asar Y,KARAİBRAHİMOĞLU A,GENÇ A "Modified ridge regression parameters: A comparative Monte Carlo study." Hacettepe Journal of Mathematics and Statistics, 43, ss.827 - 841, 2014.
ISNAD Asar, Yasin vd. "Modified ridge regression parameters: A comparative Monte Carlo study". Hacettepe Journal of Mathematics and Statistics 43/5 (2014), 827-841.