The comparison between different approaches to overcome the multicollinearity problem in linear regression models
Joint Authors
Mahdi, Fatimah Asim
Kurkis, Hazim Mansur
Source
Ibn al-Haitham Journal for Pure and Applied Science
Issue
Vol. 31, Issue 1 (30 Apr. 2018), pp.212-221, 10 p.
Publisher
University of Baghdad College of Education for Pure Science / Ibn al-Haitham
Publication Date
2018-04-30
Country of Publication
Iraq
No. of Pages
10
Main Subjects
Abstract EN
In the presence of multi-collinearity problem, the parameter estimation method based on the ordinary least squares procedure is unsatisfactory.
In 1970, Hoerl and Kennard insert an alternative method labeled as estimator of ridge regression.
In such estimator, ridge parameter plays an important role in estimation.
Various methods were proposed by many statisticians to select the biasing constant (ridge parameter).
Another popular method that is used to deal with the multi-collinearity problem is the principal component method.
In this paper, we employ the simulation technique to compare the performance of principal component estimator with some types of ordinary ridge regression estimators based on the value of the biasing constant (ridge parameter).
The mean square error (MSE) is used as a criterion to assess the performance of such estimators.
American Psychological Association (APA)
Kurkis, Hazim Mansur& Mahdi, Fatimah Asim. 2018. The comparison between different approaches to overcome the multicollinearity problem in linear regression models. Ibn al-Haitham Journal for Pure and Applied Science،Vol. 31, no. 1, pp.212-221.
https://search.emarefa.net/detail/BIM-852919
Modern Language Association (MLA)
Kurkis, Hazim Mansur& Mahdi, Fatimah Asim. The comparison between different approaches to overcome the multicollinearity problem in linear regression models. Ibn al-Haitham Journal for Pure and Applied Science Vol. 31, no. 1 (2018), pp.212-221.
https://search.emarefa.net/detail/BIM-852919
American Medical Association (AMA)
Kurkis, Hazim Mansur& Mahdi, Fatimah Asim. The comparison between different approaches to overcome the multicollinearity problem in linear regression models. Ibn al-Haitham Journal for Pure and Applied Science. 2018. Vol. 31, no. 1, pp.212-221.
https://search.emarefa.net/detail/BIM-852919
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 221
Record ID
BIM-852919