Yıl 2018, Cilt 22, Sayı 6, Sayfalar 1878 - 1885 2018-12-01

Determining the Effect of Some Biasing Parameter Selection Methods for the Two Stage Ridge Regression Estimator

Nimet Özbay [1] , Selma Toker [2]

29 64

 

The use of biased estimation techniques is inevitable in connection with multicollinearity. Two stage ridge estimator is a pioneer biased estimator which is use to recover the problems that are originated from the multicollinearity. The noteworthy issue regarding two stage ridge estimator is selection of its biasing parameter. This article investigates several methods on selection of the biasing parameter of the two stage ridge estimator based on the works in the literature related to ridge estimator in a linear regression model. To demonstrate the best estimators of the biasing parameter, a Monte Carlo experiment is conducted. The utility of the proposed estimators of the biasing parameter for two stage ridge estimator is observed in terms of mean square error criterion.

biasing parameter, multicollinearity, ridge estimator, two stage least squares
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Birincil Dil en
Konular Matematik
Yayımlanma Tarihi December 2018
Dergi Bölümü Araştırma Makalesi
Yazarlar

Yazar: Nimet Özbay (Sorumlu Yazar)
Kurum: CUKUROVA UNIVERSITY
Ülke: Turkey


Yazar: Selma Toker
Kurum: CUKUROVA UNIVERSITY
Ülke: Turkey


Bibtex @araştırma makalesi { saufenbilder422168, journal = {Sakarya University Journal of Science}, issn = {1301-4048}, eissn = {2147-835X}, address = {Sakarya Üniversitesi}, year = {2018}, volume = {22}, pages = {1878 - 1885}, doi = {10.16984/saufenbilder.422168}, title = {Determining the Effect of Some Biasing Parameter Selection Methods for the Two Stage Ridge Regression Estimator}, key = {cite}, author = {Toker, Selma and Özbay, Nimet} }
APA Özbay, N , Toker, S . (2018). Determining the Effect of Some Biasing Parameter Selection Methods for the Two Stage Ridge Regression Estimator. Sakarya University Journal of Science, 22 (6), 1878-1885. DOI: 10.16984/saufenbilder.422168
MLA Özbay, N , Toker, S . "Determining the Effect of Some Biasing Parameter Selection Methods for the Two Stage Ridge Regression Estimator". Sakarya University Journal of Science 22 (2018): 1878-1885 <http://www.saujs.sakarya.edu.tr/issue/31266/422168>
Chicago Özbay, N , Toker, S . "Determining the Effect of Some Biasing Parameter Selection Methods for the Two Stage Ridge Regression Estimator". Sakarya University Journal of Science 22 (2018): 1878-1885
RIS TY - JOUR T1 - Determining the Effect of Some Biasing Parameter Selection Methods for the Two Stage Ridge Regression Estimator AU - Nimet Özbay , Selma Toker Y1 - 2018 PY - 2018 N1 - doi: 10.16984/saufenbilder.422168 DO - 10.16984/saufenbilder.422168 T2 - Sakarya University Journal of Science JF - Journal JO - JOR SP - 1878 EP - 1885 VL - 22 IS - 6 SN - 1301-4048-2147-835X M3 - doi: 10.16984/saufenbilder.422168 UR - http://dx.doi.org/10.16984/saufenbilder.422168 Y2 - 2018 ER -
EndNote %0 Sakarya University Journal of Science Determining the Effect of Some Biasing Parameter Selection Methods for the Two Stage Ridge Regression Estimator %A Nimet Özbay , Selma Toker %T Determining the Effect of Some Biasing Parameter Selection Methods for the Two Stage Ridge Regression Estimator %D 2018 %J Sakarya University Journal of Science %P 1301-4048-2147-835X %V 22 %N 6 %R doi: 10.16984/saufenbilder.422168 %U 10.16984/saufenbilder.422168
ISNAD Özbay, Nimet , Toker, Selma . "Determining the Effect of Some Biasing Parameter Selection Methods for the Two Stage Ridge Regression Estimator". Sakarya University Journal of Science 22 / 6 (Aralık 2018): 1878-1885. http://dx.doi.org/10.16984/saufenbilder.422168