On the performance of two parameter ridge estimator under the mean square error criterion

Toker S., KAÇIRANLAR S.

APPLIED MATHEMATICS AND COMPUTATION, cilt.219, sa.9, ss.4718-4728, 2013 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 219 Sayı: 9
  • Basım Tarihi: 2013
  • Doi Numarası: 10.1016/j.amc.2012.10.088
  • Dergi Adı: APPLIED MATHEMATICS AND COMPUTATION
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.4718-4728
  • Anahtar Kelimeler: Contraction estimator, Mean square error, Multicollinearity, Ridge regression, Two parameter ridge estimator, BIASED-ESTIMATION, REGRESSION
  • Çukurova Üniversitesi Adresli: Evet

Özet

Lipovetsky and Conklin [12] proposed an estimator, two parameter ridge (ridge-2) estimator, as an alternative to the ordinary least squares (OLS) and the ordinary ridge (ridge-1) estimators in the presence of multicollinearity. Lipovetsky [13] improved the two parameter model and investigated various characteristics of ridge-2 solutions. In this paper, we compare ridge-2 estimator with the OLS, ridge-1 and contraction estimators with respect to matrix mean square error (MSE) criterion. A numerical example from the literature has been analyzed to evaluate the performance of mentioned estimators in the theoretical results. (C) 2012 Elsevier Inc. All rights reserved.