A REVIEW ON SHRINKAGE PARAMETERS IN RIDGE REGRESSION

Esra Gökpınar; Meral EBEGİL; Fikri Gökpınar

Makale detayları

A REVIEW ON SHRINKAGE PARAMETERS IN RIDGE REGRESSION

Yazarlar:

Esra Gökpınar | Meral EBEGİL | Fikri Gökpınar

Yayıncı:

Gazi University

Dergi:

Gazi University Journal of Science 2017 Vol.30 Issue 4, pp.565-582

Belge Tipi:

Makale

Yayın Tarihi:

12/2017

Belge Dili:

Türkçe

Document ID (Org No.):

2000428376

eISSN:

2147-1762

Özet:

 


In the regression
analysis, it is desired that no multicollinearity between the independent
(explanatory) variables exists. In the cases where this is not achieved, the
use of Least Square (LS) estimation method leads to mismodelling. Some methods
have been developed to solve this problem; one of which is the ‘biased
estimation method’. When there exists collinearity, selection of the shrinkage
parameter is important. In this study, a test statistics for Ridge estimator
that is kind of shrinkage biased estimators was investigated. Also the estimators
of shrinkage parameter are compared via simulation. 

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Makale detayları

A REVIEW ON SHRINKAGE PARAMETERS IN RIDGE REGRESSION

Yazarlar: Esra Gökpınar | Meral EBEGİL | Fikri Gökpınar

Yayıncı: Gazi University

Dergi: Gazi University Journal of Science 2017 Vol.30 Issue 4, pp.565-582

Belge Tipi: Makale

Yayın Tarihi: 12/2017

Belge Dili: Türkçe

Document ID (Org No.): 2000428376

eISSN: 2147-1762

Sayı

Yazarlar:

Esra Gökpınar | Meral EBEGİL | Fikri Gökpınar

Yayıncı:

Gazi University

Dergi:

Gazi University Journal of Science 2017 Vol.30 Issue 4, pp.565-582

Belge Tipi:

Makale

Yayın Tarihi:

12/2017

Belge Dili:

Türkçe

Document ID (Org No.):

2000428376

eISSN:

2147-1762