Performance of the New Ridge Regression Parameters

Muhammed Al-Kassab, Mowafaq and Qasim Al-Awjar, Mohammed (2020) Performance of the New Ridge Regression Parameters. Journal of Advances in Mathematics and Computer Science, 34 (5). pp. 1-9. ISSN 2456-9968

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Abstract

A new approach is presented to find the ridge parameter k when the multiple regression model suffers from multicollinearity. This approach studied two cases, for the value k, scalar, and matrix. A comparison between this proposed ridge parameter and other well-known ridge parameters evaluated elsewhere, in terms of the mean squares error criterion, is given. Examples from several research papers are conducted to illustrate the optimality of this proposed ridge parameter k.

Item Type: Article
Subjects: Science Global Plos > Mathematical Science
Depositing User: Unnamed user with email support@science.globalplos.com
Date Deposited: 07 Apr 2023 08:08
Last Modified: 21 Mar 2024 04:20
URI: http://ebooks.manu2sent.com/id/eprint/493

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