Modified ridge regression parameters: A comparative Monte Carlo study

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dc.contributor.authorAsar, Yasin
dc.contributor.authorKaraibrahimoglu, Adnan
dc.contributor.authorGenc, Asir
dc.date.accessioned2020-03-26T18:51:34Z
dc.date.available2020-03-26T18:51:34Z
dc.date.issued2014
dc.departmentSelçuk Üniversitesien_US
dc.description.abstractIn multiple regression analysis, the independent variables should be uncorrelated within each other. If they are highly intercorrelated, this serious problem is called multicollinearity. There are several methods to get rid of this problem and one of the most famous one is the ridge regression. In this paper, we will propose some modified ridge parameters. We will compare our estimators with some estimators proposed earlier according to mean squared error (MSE) criterion. All results are calculated by a Monte Carlo simulation. According to simulation study, our estimators perform better than the others in most of the situations in the sense of MSE.en_US
dc.identifier.endpage841en_US
dc.identifier.issn2651-477Xen_US
dc.identifier.issue5en_US
dc.identifier.scopusqualityQ3en_US
dc.identifier.startpage827en_US
dc.identifier.urihttps://hdl.handle.net/20.500.12395/30996
dc.identifier.volume43en_US
dc.identifier.wosWOS:000347016500016en_US
dc.identifier.wosqualityQ4en_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.indekslendigikaynakScopusen_US
dc.indekslendigikaynakTR-Dizinen_US
dc.language.isoenen_US
dc.publisherHACETTEPE UNIV, FAC SCIen_US
dc.relation.ispartofHACETTEPE JOURNAL OF MATHEMATICS AND STATISTICSen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.selcuk20240510_oaigen_US
dc.subjectMulticollinearityen_US
dc.subjectmultiple linear regressionen_US
dc.subjectridge regressionen_US
dc.subjectridge estimatoren_US
dc.subjectMonte Carlo Simulationen_US
dc.titleModified ridge regression parameters: A comparative Monte Carlo studyen_US
dc.typeArticleen_US

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