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Ridge regression estimator and related estimators

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2011
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Abstract (EN)

To cope with the multicollinearity problem several biased estimators are proposed as an alternative to the ordinary least squares (OLS) estimator. One of the biased estimators is ridge estimator (RE) of Hoerl and Kennard (1970). In this study, RE and many kinds of estimator related with RE are examined. RE in different regression models are also examined. Besides this, two parameter ridge estimator proposed by Lipovetsky and Conklin (2005) is compared with OLS estimator, RE, Stein type estimator under the mean square error matrix criterion. A real data set is analyzed to evaluate the performance of mentioned estimators

Author

Selma Toker

How to Cite

Selma Toker (Master Thesis). Ridge regression estimator and related estimators, 2011, Çukurova University.

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