Solving Multi-collinearity Problem by Ridge and Eigen value Regression with Simulation

  • Taha Hussein Ali Department of Statistics-College of Administration and Economics / Salahaddin University-Erbil
Keywords: Multiple Regression, Ridge parameter, Multicollinearity, Conditional number, Eigen value Regression

Abstract

                In this paper, five new methods were proposed to estimate the ridge parameter by inserting the conditional number, which are used to estimate the parameters of the ridge regression model to deal with multicollinearity problem and then compare their efficiency with some classical methods that was studied by several researchers based on Mean square error and comparing them with Eigen value Regression through simulation study (MATLAB language program designed for this purpose), the research shows that the efficiency of the proposed methods in dealing with multicollinearity problem and the advantages of the proposed methods compared with the classical methods of  Ridge and Eigen value Regression.

References

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Published
2018-11-01
How to Cite
1.
Ali T. Solving Multi-collinearity Problem by Ridge and Eigen value Regression with Simulation. JAHS [Internet]. 1Nov.2018 [cited 24Aug.2019];22(5):(PP 262 -276). Available from: http://zancojournals.su.edu.krd/index.php/JAHS/article/view/2191
Section
Articles