Some Ridge Regression Estimators and Their Performances
نویسندگان
چکیده
منابع مشابه
Some Ridge Regression Estimators and Their Performances
The estimation of ridge parameter is an important problem in the ridge regression method, which is widely used to solve multicollinearity problem. A comprehensive study on 28 different available estimators and five proposed ridge estimators, KB1, KB2, KB3, KB4, and KB5, is provided. A simulation study was conducted and selected estimators were compared. Some of selected ridge estimators perform...
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ژورنال
عنوان ژورنال: Journal of Modern Applied Statistical Methods
سال: 2016
ISSN: 1538-9472
DOI: 10.22237/jmasm/1462075860