Adjusted ridge estimator and comparison with Kibria’s method in linear regression
Author
Source
Arab Journal of Basic and Applied Sciences
Issue
Vol. 21, Issue 0 (31 Oct. 2016), pp.96-102, 7 p.
Publisher
University of Bahrain College of Science
Publication Date
2016-10-31
Country of Publication
Bahrain
No. of Pages
7
Main Subjects
Natural & Life Sciences (Multidisciplinary)
Mathematics
Abstract EN
This paper proposes an adjusted ridge regression estimator for b for the linear regression model.
The merit of the proposed estimator is that it does not require estimating the ridge param-eter k unlike other existing estimators.
We compared our estimator with an ordinary least squares (LS) estimator and with some well known estimators proposed by Hoerl and Kennard (1970), ordi-nary ridge regression (RR) estimator and generalized ridge regression (GR) and some estimators proposed by Kibria (2003) among others.
A simulation study has been conducted and compared for the performance of the estimators in the sense of smaller mean square error (MSE).
It appears that the proposed estimator is promising and can be recommended to the practitioners.
American Psychological Association (APA)
Dorugade, A. V.. 2016. Adjusted ridge estimator and comparison with Kibria’s method in linear regression. Arab Journal of Basic and Applied Sciences،Vol. 21, no. 0, pp.96-102.
https://search.emarefa.net/detail/BIM-717718
Modern Language Association (MLA)
Dorugade, A. V.. Adjusted ridge estimator and comparison with Kibria’s method in linear regression. Arab Journal of Basic and Applied Sciences Vol. 21 (Oct. 2016), pp.96-102.
https://search.emarefa.net/detail/BIM-717718
American Medical Association (AMA)
Dorugade, A. V.. Adjusted ridge estimator and comparison with Kibria’s method in linear regression. Arab Journal of Basic and Applied Sciences. 2016. Vol. 21, no. 0, pp.96-102.
https://search.emarefa.net/detail/BIM-717718
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 102
Record ID
BIM-717718