Generalized ridge estimator shrinkage estimation based on particle swarm optimization algorithm
Joint Authors
Abd al-Karim, Qamar
al-Jamal, Zakariyya Yahya
Source
Iraqi Journal of Statistical Science
Issue
Vol. 17, Issue 32 (31 Dec. 2020), pp.37-52, 16 p.
Publisher
University of Mosul College of Computer Science and Mathematics
Publication Date
2020-12-31
Country of Publication
Iraq
No. of Pages
16
Main Subjects
Abstract EN
It is well-known that in the presence of multicollinearity, the ridge estimator is an alternative to the ordinary least square (OLS) estimator.
the generalized ridge estimator (GRE) is a generalization of the ridge estimator.
however, the efficiency of the GRE depends on appropriately choosing the shrinkage parameter matrix which is involved in the GRE.
In this paper, a particle swarm optimization method, which is a metaheuristic continuous algorithm, is proposed to estimate the shrinkage parameter matrix.
the simulation study and real application results show the superior performance of the proposed method in terms of prediction error.
American Psychological Association (APA)
Abd al-Karim, Qamar& al-Jamal, Zakariyya Yahya. 2020. Generalized ridge estimator shrinkage estimation based on particle swarm optimization algorithm. Iraqi Journal of Statistical Science،Vol. 17, no. 32, pp.37-52.
https://search.emarefa.net/detail/BIM-1335140
Modern Language Association (MLA)
Abd al-Karim, Qamar& al-Jamal, Zakariyya Yahya. Generalized ridge estimator shrinkage estimation based on particle swarm optimization algorithm. Iraqi Journal of Statistical Science Vol. 17, no. 32 (2020), pp.37-52.
https://search.emarefa.net/detail/BIM-1335140
American Medical Association (AMA)
Abd al-Karim, Qamar& al-Jamal, Zakariyya Yahya. Generalized ridge estimator shrinkage estimation based on particle swarm optimization algorithm. Iraqi Journal of Statistical Science. 2020. Vol. 17, no. 32, pp.37-52.
https://search.emarefa.net/detail/BIM-1335140
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 49-52.
Record ID
BIM-1335140