Endre søk
RefereraExporteraLink to record
Permanent link

Direct link
Referera
Referensformat
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Annet format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annet språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf
Performance of a new ridge regression estimator
KTH, Skolan för teknikvetenskap (SCI), Matematik (Inst.).
2010 (engelsk)Inngår i: Journal of the Association of Arab Universities for Basic and Applied Sciences, ISSN 1815-3852, Vol. 9, nr 1, 23-26 s.Artikkel i tidsskrift (Fagfellevurdert) Published
Abstract [en]

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.

sted, utgiver, år, opplag, sider
2010. Vol. 9, nr 1, 23-26 s.
Emneord [en]
Mean squared error, Monte carlo simulations, Multicollinearity, Ridge parameter, Ridge regression
HSV kategori
Identifikatorer
URN: urn:nbn:se:kth:diva-150331DOI: 10.1016/j.jaubas.2010.12.006Scopus ID: 2-s2.0-79955364176OAI: oai:DiVA.org:kth-150331DiVA: diva2:742545
Merknad

QC 20140902

Tilgjengelig fra: 2014-09-02 Laget: 2014-09-01 Sist oppdatert: 2014-09-02bibliografisk kontrollert

Open Access i DiVA

Fulltekst mangler

Andre lenker

Forlagets fulltekstScopus

Søk i DiVA

Av forfatter/redaktør
Al-Hassan, Yazid M.
Av organisasjonen

Søk utenfor DiVA

GoogleGoogle Scholar

doi
urn-nbn

Altmetric

doi
urn-nbn
Totalt: 37 treff
RefereraExporteraLink to record
Permanent link

Direct link
Referera
Referensformat
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Annet format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annet språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf