Stochastic and Deterministic Study of Ridge Regression
| المصدر: | المجلة العلمية لقطاع كليات التجارة |
|---|---|
| الناشر: | جامعة الأزهر - كلية التجارة |
| المؤلف الرئيسي: | Abd Al-Rahman, Noha E. (Author) |
| مؤلفين آخرين: | Mousa, Salwa A. (Co-Author) , Abo-Hussien, Amina E. (Co-Author) |
| المجلد/العدد: | ع17 |
| محكمة: | نعم |
| الدولة: |
مصر |
| التاريخ الميلادي: |
2017
|
| الشهر: | يناير |
| الصفحات: | 1 - 55 |
| DOI: |
10.21608/JSFC.2017.26715 |
| ISSN: |
2636-3674 |
| رقم MD: | 983097 |
| نوع المحتوى: | بحوث ومقالات |
| اللغة: | الإنجليزية |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| كلمات المؤلف المفتاحية: |
Multicollinearity | Ridge Regression | Deterministic Approach | Stochastic Approach | Monte Carlo Simulation | Mean Square Error | Relative Mean Square Error | Sampling Distribution
|
| رابط المحتوى: |
الناشر لهذه المادة لم يسمح بإتاحتها. |
| المستخلص: |
The present paper is concerned with studying the ridge parameters through deterministic and stochastic approach in the case of ordinary ridge regression (ORR). In the deterministic approach, some new formulas for the ridge parameters are proposed and compared with the formula suggested by Hoerl and Kennard (1970a). The performance of the proposed ridge parameters is evaluated through a simulation study in the presence of multicollinearity. An application using real data is given. The evaluation is based on the mean square error (MSE) and relative MSE (RMSE). In the stochastic approach, the main properties of the proposed new formulas and the formula suggested by Hoerl and Kennard (1970a) are studied. The probability density function (pdf) and distribution function of the formulas are derived. The empirical distributions of these formulas are derived using Pearson’s method. It is found that the performance of the new formulas are better than ordinary least squares (OLS) and the formula suggested by Hoerl and Kennard (1970 a) for all selected distributions. |
|---|---|
| ISSN: |
2636-3674 |
عناصر مشابهة
-
A Comparison Between Ridge and Principal Components Regression Methods Using Simulation Technique
بواسطة: Al Hassan, Yazid Mohammad Methqal منشور: (2007) -
A Comparison Between Some New Ridge Regression Estimators Using Simulation Technique
بواسطة: Makkawi, Abd Elmoniem Makkawi Hamid منشور: (2007) -
ROBUST RIDGE ESTIMATOR AS AN ECTENTION OF RIDGE AND ROBUST REGRESSION
بواسطة: Abd Alsalam, Moawed Al Fallah منشور: (2002) -
Bayesian Ridge and Reciprocal Ridge: A Comparative Study
بواسطة: Alhamzawi, Rahim منشور: (2024) -
Using Ridge Regression to Analysis the Meteorological Data in Sulaimani
بواسطة: Ahmed, Layla Aziz منشور: (2020)
