Solving multi-collinearity problem by ridge and eigen value regression with simulation
Author
Source
ZANCO Journal of Humanity Sciences
Issue
Vol. 22, Issue 5 (31 Oct. 2018), pp.262-276, 15 p.
Publisher
Salahaddin University-Erbil Department of Scientific Publications
Publication Date
2018-10-31
Country of Publication
Iraq
No. of Pages
15
Main Subjects
Economics & Business Administration
Abstract EN
In this paper, five new methods were proposed to estimate the ridge parameter by inserting the conditional number, which are used to estimate the parameters of the ridge regression model to deal with multicollinearity problem and then compare their efficiency with some classical methods that was studied by several researchers based on Mean square error and comparing them with Eigen value Regression through simulation study (MATLAB language program designed for this purpose), the research shows that the efficiency of the proposed methods in dealing with multicollinearity problem and the advantages of the proposed methods compared with the classical methods of Ridge and Eigen value Regression.
American Psychological Association (APA)
Ali, Taha Husayn. 2018. Solving multi-collinearity problem by ridge and eigen value regression with simulation. ZANCO Journal of Humanity Sciences،Vol. 22, no. 5, pp.262-276.
https://search.emarefa.net/detail/BIM-896570
Modern Language Association (MLA)
Ali, Taha Husayn. Solving multi-collinearity problem by ridge and eigen value regression with simulation. ZANCO Journal of Humanity Sciences Vol. 22, no. 5 (2018), pp.262-276.
https://search.emarefa.net/detail/BIM-896570
American Medical Association (AMA)
Ali, Taha Husayn. Solving multi-collinearity problem by ridge and eigen value regression with simulation. ZANCO Journal of Humanity Sciences. 2018. Vol. 22, no. 5, pp.262-276.
https://search.emarefa.net/detail/BIM-896570
Data Type
Journal Articles
Language
English
Notes
Includes appendix : p. 275-276
Record ID
BIM-896570