Ridge Regression for The Zellner,s Seemingly Unrelated Regression Model SUR
| المصدر: | إدارة الاعمال |
|---|---|
| الناشر: | جمعية إدارة الاعمال العربية |
| المؤلف الرئيسي: | Abd Allateef, Said Badr Saad (Author) |
| المجلد/العدد: | ع136 |
| محكمة: | لا |
| الدولة: |
مصر |
| التاريخ الميلادي: |
2012
|
| الشهر: | مارس |
| الصفحات: | 129 - 145 |
| رقم MD: | 660331 |
| نوع المحتوى: | بحوث ومقالات |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| رابط المحتوى: |
عدد مرات التحميل
14
| المستخلص: |
Several biased estimators have been proposed as alternatives to the least squares estimator when multicollinearity is present in multiple linear regression models. The ridge estimator is the most important technique that has been proposed for such problems. In this paper the ridge regression estimator is applied for the Zellner's Seemingly Unrelated Regression Model (SUR) as a new estimator. The new estimator and its properties are derived. |
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