A comparison between some new ridge regression estimators using simulation technique

العناوين الأخرى

مقارنة بعض مقدرات انحدار الحرف الجديدة باستخدام أسلوب المحاكاة

مقدم أطروحة جامعية

Makkawi, Abd al-Munim Makkawi Hamid

مشرف أطروحة جامعية

al-Kassab, Muwaffaq M.

أعضاء اللجنة

Mustafa, Jamal M..
Abu Salim, Ahmad Mahmud
al-Aazari, Faris Muslim

الجامعة

جامعة آل البيت

الكلية

كلية العلوم

القسم الأكاديمي

قسم الرياضيات

دولة الجامعة

الأردن

الدرجة العلمية

ماجستير

تاريخ الدرجة العلمية

2007

الملخص الإنجليزي

The problem of Multicollinearity is considered as one of problems that become at the present time very important according to its effects on tests and estimation results One of the assumptions which concern in linear regression model refers to that there is no linear relation among the explanatory variables.

When this assumption is not true then the least squares estimators are different.

So, it will be refused within unbiased estimators group.

In an effort to overcome the problems of least squares with collinear data, alternative techniques have been proposed in the statistical literature.

These techniques aim to reduce the effect of Multicollinearity and give good results.

An example of the most popular techniques is ridge regression and principle components.

In this study, we make a comparison between ridge regression estimators based on four methods of obtaining the ridge trace k, namely, and.

The comparison depending on data generated by Monte Carlo method containing thirty observations for twenty explanatory variables with different degrees of correlations between these variables.

The comparison between these estimators depends on the mean squares error criterion to find the best one of them.

It has been shown that the ridge estimator based on is the best of all estimators.

التخصصات الرئيسية

الرياضيات

الموضوعات

• النماذج الرياضية

عدد الصفحات

100

قائمة المحتويات

• APA
• MLA
• AMA

لغة النص

الإنجليزية

نوع البيانات

رسائل جامعية

رقم السجل

BIM-307287