A comparison between ridge regression and least absolute value using simulation technique

Other Title(s)

مقارنة بين مقدرات طريقة انحدار الحرف و طريقة اقل انحرافات مطلقة باستخدام أسلوب المحاكاة

Dissertant

al-Musa, Muhammad Salamah Talib

Thesis advisor

al-Kassab, Muwaffaq M.

Comitee Members

Kittanah, Hilmi F.
al-Aazari, Faris Muslim
al-Umari, Amir Ibrahim F.

University

Al albayt University

Faculty

Faculty of Sciences

Department

Department of Mathematics

University Country

Jordan

Degree

Master

Degree Date

2011

English Abstract

In this thesis, we use a simulated data, using Monte Carlo method, to estimate the regression coefficients by ridge regression and least absolute value methods.

We generate a data set that consists of twenty variables and five different level of correlation, a2 - 0.35, 0.51, 0.67, 0.84, 0.99. A comparison between ridge regression and least absolute value methods is made in the sense of mean squars error criterion and find that the least absolute value is the best.

Main Subjects

Mathematics

Topics

No. of Pages

53

Table of Contents

Table of contents.

Abstract.

Introduction.

Chapter One : ridge regression.

Chapter Two : least absolute deviation estimation.

Chapter Three : description of the model and its simulation.

References.

American Psychological Association (APA)

al-Musa, Muhammad Salamah Talib. (2011). A comparison between ridge regression and least absolute value using simulation technique. (Master's theses Theses and Dissertations Master). Al albayt University, Jordan
https://search.emarefa.net/detail/BIM-321254

Modern Language Association (MLA)

al-Musa, Muhammad Salamah Talib. A comparison between ridge regression and least absolute value using simulation technique. (Master's theses Theses and Dissertations Master). Al albayt University. (2011).
https://search.emarefa.net/detail/BIM-321254

American Medical Association (AMA)

al-Musa, Muhammad Salamah Talib. (2011). A comparison between ridge regression and least absolute value using simulation technique. (Master's theses Theses and Dissertations Master). Al albayt University, Jordan
https://search.emarefa.net/detail/BIM-321254

Language

English

Data Type

Arab Theses

Record ID

BIM-321254