A comparison between ridge and principal components regression methods using simulation technique
Dissertant
al-Hasan, Yazid Muhammad Mithqal
Thesis advisor
Comitee Members
Azar, Layth Imil
Abu Salim, Ahmad Mahmud
Awad, Adnan M.
University
Al albayt University
Faculty
Faculty of Sciences
Department
Department of Mathematics
University Country
Jordan
Degree
Master
Degree Date
2007
English Abstract
A basic assumption concerned with general linear regression model is that there is no correlation (or no Multicollinearity) between the explanatory variables.
When this assumption is not satisfied, the least squares estimators have large variances and covariances and become unstable and may have wrong sign.
Therefore, we resort to biased regression methods, which stabilize the parameter estimates.
Ridge and principal components regression methods are two of the most popular biased regression methods. In this thesis, we used a simulated data, using Monte Carlo simulation method, to estimate the regression coefficients by ridge and principal components regression methods.
We generated a data set that consists of twenty variables and has five different levels of correlation A comparison.
between ridge and principal components regression methods was made in the sense of having smaller mean squares error (MSE).
Based on this simulation study, we found that ridge regression method is better than principal components regression method.
Main Subjects
Topics
No. of Pages
97
Table of Contents
Table of contents.
Abstract.
Introduction.
Chapter One : ordinary least squares (OLS) and multicollinearity.
Chapter Two : ridge regression.
Chapter Three : principal components.
Chapter Four : description of the model and its simulation.
References.
American Psychological Association (APA)
al-Hasan, Yazid Muhammad Mithqal. (2007). A comparison between ridge and principal components regression methods using simulation technique. (Master's theses Theses and Dissertations Master). Al albayt University, Jordan
https://search.emarefa.net/detail/BIM-321282
Modern Language Association (MLA)
al-Hasan, Yazid Muhammad Mithqal. A comparison between ridge and principal components regression methods using simulation technique. (Master's theses Theses and Dissertations Master). Al albayt University. (2007).
https://search.emarefa.net/detail/BIM-321282
American Medical Association (AMA)
al-Hasan, Yazid Muhammad Mithqal. (2007). A comparison between ridge and principal components regression methods using simulation technique. (Master's theses Theses and Dissertations Master). Al albayt University, Jordan
https://search.emarefa.net/detail/BIM-321282
Language
English
Data Type
Arab Theses
Record ID
BIM-321282
