Comparıng The Most Commonly Used Classıcal Methods For Determınıng The Rıdge Parameter ın Rıdge Regressıon

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dc.authorid0000-0001-6632-5500en_US
dc.authorid0000-0002-0339-6050en_US
dc.contributor.authorSinan, Alper
dc.contributor.authorGenç, Asir
dc.date.accessioned2020-12-16T08:56:51Z
dc.date.available2020-12-16T08:56:51Z
dc.date.issued2012en_US
dc.departmentSelçuk Üniversitesien_US
dc.description.abstractMulticollinearity is a most common problem in multiple regression models. Many different methods are developed to solve the problem of multicollinearity. Ridge regression estimation is a popular one of these methods. And the mostly investigated matter of this method is determining the ridge parameter; therefore, various procedures are developed for determining the ridge parameter in ridge regression. In this study, we compared the commonly used methods for choosing the ridge parameter in an actual data set taken from General Directorate of Turkish Highways and Turkish Statistical Institute. We calculated the ridge parameter by the methods which are known as ridge trace, ordinary ridge estimator and an iterative method for ordinary ridge estimator. We indicated the good and worst aspects of these methods in terms of mean square error (MSE), variance inflation factors (VIF) and the other multicollinearity statistics. According the results of this study, we found that, the ridge trace method is more useful then others when it is evaluated together with the statistics of model.en_US
dc.identifier.citationSinan, A., Genç, A. (2012). Comparıng The Most Commonly Used Classıcal Methods For Determınıng The Rıdge Parameter ın Rıdge Regressıon. Journal of Selcuk University Natural and Applied Science, 1, (2), 1-13.en_US
dc.identifier.endpage24en_US
dc.identifier.issn2147-3781en_US
dc.identifier.issue2en_US
dc.identifier.startpage13en_US
dc.identifier.urihttps://hdl.handle.net/20.500.12395/40789
dc.identifier.volume1en_US
dc.language.isotren_US
dc.publisherSelçuk Üniversitesien_US
dc.relation.ispartofJournal of Selcuk University Natural and Applied Scienceen_US
dc.relation.publicationcategoryMakale - Ulusal - Editör Denetimli Dergien_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.selcuk20240510_oaigen_US
dc.subjectMulticollinearityen_US
dc.subjectRidge regressionen_US
dc.subjectRidge parameteren_US
dc.titleComparıng The Most Commonly Used Classıcal Methods For Determınıng The Rıdge Parameter ın Rıdge Regressıonen_US
dc.typeArticleen_US

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