Year 2021, Volume 8 , Issue 1, Pages 203 - 216 2021-06-30

Farklı Yanlılık Parametreleri İçin Ridge GM Tahmin Edicilerinin Performanslarının Karşılaştırılması
Comparison of the Performances of Ridge GM Estimators for Different Biased Parameters

Melike IŞILAR [1] , Y. Murat BULUT [2]


Çoklu lineer regresyon modelinde yaygın olarak karşılaşılan problemler çoklu iç ilişki ve aykırı değer problemleridir. Bu iki problemin eş anlı çözümleri için literatürde sağlam yanlı tahmin ediciler üzerine pek çok çalışma mevcuttur. Bu tahmin edicilerden en yaygın kullanılanları sağlam Ridge tahmin edicileridir. Yanlılık parametresine bağlı olan Ridge tahmin edicisine ilişkin günümüzde de pek çok çalışma yapılmaktadır. Yapılan çalışmalarda yanlılık parametresinin performansı klasik Ridge tahmin edicisinde incelenmektedir. Bu çalışmada her iki değişkende de aykırı değer olması ve çoklu iç ilişki probleminin ortak çözümü için önerilmiş olan Ridge GM tahmin edicisinde literatürde daha önce önerilmiş olan yanlılık parametrelerinin performansları simülasyon çalışması ve gerçek veri örneği üzerinde incelenmiştir.

In the multiple linear regression model, commonly encountered problems are multicollinearity and outlier problems. There are many studies about robust biased estimators in the literature to solve these problems simultaneously. The most commonly used of these estimators are robust Ridge estimators. Many studies are still carried out on the Ridge estimator, which depends on the biasing parameter. The performances of the previously proposed biased parameters were compared in the classical Ridge estimator. In this study, we have compared the performances of the biasing parameters for the robust Ridge GM estimators based on the simulation and real data studies.

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Primary Language tr
Subjects Basic Sciences
Journal Section Articles
Authors

Orcid: 0000-0001-6821-1064
Author: Melike IŞILAR
Institution: ESKİŞEHİR OSMANGAZİ ÜNİVERSİTESİ
Country: Turkey


Orcid: 0000-0002-0545-7339
Author: Y. Murat BULUT (Primary Author)
Institution: ESKİŞEHİR OSMANGAZİ ÜNİVERSİTESİ, FEN-EDEBİYAT FAKÜLTESİ
Country: Turkey


Supporting Institution Eskişehir Osmangazi Üniversitesi
Project Number 2020-19A102
Thanks Bu çalışma, Eskişehir Osmangazi Üniversitesi Bilimsel Araştırma Projeleri (ESOGÜBAP) Komisyonu tarafından 2020-19A102 nolu proje olarak desteklenmiştir.
Dates

Application Date : February 9, 2021
Acceptance Date : March 30, 2021
Publication Date : June 30, 2021

APA Işılar, M , Bulut, Y . (2021). Farklı Yanlılık Parametreleri İçin Ridge GM Tahmin Edicilerinin Performanslarının Karşılaştırılması . Bilecik Şeyh Edebali Üniversitesi Fen Bilimleri Dergisi , 8 (1) , 203-216 . DOI: 10.35193/bseufbd.877176