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On Comparison of Some Ridge Parameters in Ridge Regression

Author:

Ashok V. Dorugade

Y C Mahavidyalaya Halkarni, Tal-Chandgad, Kolhapur, Maharashtra,, IN
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Abstract

In this article, a new approach to obtain the ridge parameter introduces for the multiple linear regression model suffers from the problem of multicollinearity. Furthermore, we compare the proposed ridge parameter with the other well-known ridge-parameters through ridge estimators evaluated elsewhere in terms of mean squares error (MSE) criterion. Finally, a numerical example and simulation study has been conducted to illustrate the optimality of the proposed ridge parameter.

 

DOI: http://dx.doi.org/10.4038/sljastats.v15i1.6792

DOI: http://doi.org/10.4038/sljastats.v15i1.6792
How to Cite: Dorugade, A.V., (2014). On Comparison of Some Ridge Parameters in Ridge Regression. Sri Lankan Journal of Applied Statistics. 15(1), pp.31–46. DOI: http://doi.org/10.4038/sljastats.v15i1.6792
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Published on 05 Apr 2014.
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