Determining the Effect of Some Biasing Parameter Selection Methods for the Two Stage Ridge Regression Estimator

Nimet ÖZBAY; Selma TOKER

doi:https://doi.org/10.16984/saufenbilder.422168

Makale detayları

Determining the Effect of Some Biasing Parameter Selection Methods for the Two Stage Ridge Regression Estimator

Yazarlar:

Nimet ÖZBAY | Selma TOKER

Ana Başlıklar:

Matematik

Dergi:

Sakarya University Journal of Science 2018 Vol.22 Issue 6, pp.1878-1885

Belge Tipi:

Makale

Yayın Tarihi:

11/2018

Belge Dili:

İngilizce

Document ID (Org No.):

2000557518

DOI:

https://doi.org/10.16984/saufenbilder.422168

Özet:

 


 



The use
of biased estimation techniques is inevitable in connection with
multicollinearity. Two stage ridge estimator is a pioneer biased estimator
which is use to recover the problems that are originated from the
multicollinearity. The noteworthy issue regarding two stage ridge estimator is
selection of its biasing parameter. This article investigates several methods
on selection of the biasing parameter of the two stage ridge estimator based on
the works in the literature related to ridge estimator in a linear regression
model. To demonstrate the best estimators of the biasing parameter, a Monte
Carlo experiment is conducted. The utility of the proposed estimators of the
biasing parameter for two stage ridge estimator is observed in terms of mean
square error criterion.




.

Makale detayları

Determining the Effect of Some Biasing Parameter Selection Methods for the Two Stage Ridge Regression Estimator

Yazarlar: Nimet ÖZBAY | Selma TOKER

Ana Başlıklar: Matematik

Dergi: Sakarya University Journal of Science 2018 Vol.22 Issue 6, pp.1878-1885

Belge Tipi: Makale

Yayın Tarihi: 11/2018

Belge Dili: İngilizce

Document ID (Org No.): 2000557518

DOI: https://doi.org/10.16984/saufenbilder.422168

Sayı

Yazarlar:

Nimet ÖZBAY | Selma TOKER

Ana Başlıklar:

Matematik

Dergi:

Sakarya University Journal of Science 2018 Vol.22 Issue 6, pp.1878-1885

Belge Tipi:

Makale

Yayın Tarihi:

11/2018

Belge Dili:

İngilizce

Document ID (Org No.):

2000557518

DOI:

https://doi.org/10.16984/saufenbilder.422168