A STUDY ON TESTS OF HYPOTHESIS BASED ON RIDGE ESTIMATOR

Authors : Esra Gökpınar, Meral Ebegil

Pages : 769-781

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Publication Date : 2016-12-19

Article Type : Other Papers

Abstract :The literature of Ridge regression include many articles that deal with point estimation of the coefficients vector . However, few of them tackle the statistical inference problem about or some of its components. One of them is introduced by Halawa and Basuiouni[1] who present non-exact tests based on Ridge regression by using two different biasing parameters insert ignore into journalissuearticles values(k); which are proposed by Hoerl and Kennard [2] and Hoerl et al. [3]. Thus, we investigate others popular k values used the Ridge regression for testing significance of regression coefficients. We compare tests in terms of type I error rates and powers by using Monte Carlo simulation. In addition, a real data example is presented.
Keywords : Biasing factors, Ridge regression, Hypothesis testing, Type I error, Power of test