THE PREDICTION OF THE TWO PARAMETER RIDGE ESTIMATOR

Home Page
About
Submit A Journal
Submit A Conference
Submit Paper/Book
- Submit a Preprint
- Submit a Book
Contact

Türkiye İstatistik Derneği Dergisi
Volume:9 Issue:2
THE PREDICTION OF THE TWO PARAMETER RIDGE ESTIMATOR

THE PREDICTION OF THE TWO PARAMETER RIDGE ESTIMATOR

Authors : İssam DAWOUD, Selahattin KAÇIRANLAR

Pages : 56-66

View : 60 | Download : 8

Publication Date : 2016-06-01

Article Type : Research Paper

Abstract :biased estimation procedures have been proposed as an alternative to least squares, there has been little analysis of the predictive performance of the resulting equations. Therefore, we discuss the predictive performanceof the Two Parameter Ridge insert ignore into journalissuearticles values(2PR); estimator compared to ordinary least squares, principal components andridge regression estimators. Also, the theoretical results are illustrated by a numerical example and a regionis established where the 2PR estimator is uniformly superior to the other estimators
Keywords : Biased estimation, Two Parameter Ridge estimator, Multicollinearity, Prediction Mean SquareError

ORIGINAL ARTICLE URL

* There may have been changes in the journal, article,conference, book, preprint etc. informations. Therefore, it would be appropriate to follow the information on the official page of the source. The information here is shared for informational purposes. IAD is not responsible for incorrect or missing information.