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
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
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