A comparison between some new ridge regression estimators using simulation technique
Other Title(s)
مقارنة بعض مقدرات انحدار الحرف الجديدة باستخدام أسلوب المحاكاة
Dissertant
Makkawi, Abd al-Munim Makkawi Hamid
Thesis advisor
Comitee Members
Mustafa, Jamal M..
Abu Salim, Ahmad Mahmud
al-Aazari, Faris Muslim
University
Al albayt University
Faculty
Faculty of Sciences
Department
Department of Mathematics
University Country
Jordan
Degree
Master
Degree Date
2007
English Abstract
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.
Main Subjects
Topics
No. of Pages
100
Table of Contents
Table of contents.
Abstract.
Introduction.
Chapter One : Ordinary least Square (OLS) and multicollinearity.
Chapter Two : Ridge regression.
Chapter Three : Description of the model and its simulation.
References.
American Psychological Association (APA)
Makkawi, Abd al-Munim Makkawi Hamid. (2007). A comparison between some new ridge regression estimators using simulation technique. (Master's theses Theses and Dissertations Master). Al albayt University, Jordan
https://search.emarefa.net/detail/BIM-307287
Modern Language Association (MLA)
Makkawi, Abd al-Munim Makkawi Hamid. A comparison between some new ridge regression estimators using simulation technique. (Master's theses Theses and Dissertations Master). Al albayt University. (2007).
https://search.emarefa.net/detail/BIM-307287
American Medical Association (AMA)
Makkawi, Abd al-Munim Makkawi Hamid. (2007). A comparison between some new ridge regression estimators using simulation technique. (Master's theses Theses and Dissertations Master). Al albayt University, Jordan
https://search.emarefa.net/detail/BIM-307287
Language
English
Data Type
Arab Theses
Record ID
BIM-307287
