Research Article
Year 2017,
Volume: 26 Issue: 3, 13 - 25, 21.10.2017
Abstract
Bu
çalışmada 
şeklinde ifade edilen
genel lineer regresyon modeli ele alınmış olup Kaliforniya yoksulluk veri
kümesi (Ramanathan, 2002) üzerinde analiz yapılmıştır. Açıklayıcı değişkenler
matrisi X çoklu iç ilişkiye sahip olduğundan bu iç ilişkinin varlığı durumunda
modeli en küçük kareler (EKK) ile tahmin e[1]tmek
hatalı sonuçlar verir. Bu problemin çözümü için yanlı fakat kararlı tahmin
ediciler kullanılabilir. Çalışmada bu tahmin edicilerden genelleştirilmiş
maksimum entropi (GME) tahmin edicisi ve ridge tahmin edici kullanılmış ve bu
tahmin ediciler hata kareler ortalamasına (HKO) göre karşılaştırılmıştır.
Uygulamada HKO’ların elde edilmesinde bootstrap yöntemi kullanılmıştır.
Sonuçta, Kaliforniya yoksulluk veri kümesi için en iyi tahmin edicinin GME
olduğuna karar verilmiştir.
References
- Akdeniz, F., Çabuk, A. ve Güler, H., 2011. Generalized Maximum Entropy Estimators: Applications to the Portland Cement Dataset. The Open Statistics and Probability Journal, 3, 13-20 Belsley, D. A., Kuh, E., & Welsch, R. E., 1980. Regression diagnostics, New York, Wiley.
- Campbell, R. C., & Hill, C. R. (2001). Maximum Entropy Estimation in Economic Models with Linear Inequality Restrictions. Deparmental Working Papers. Department of Economics, Lousiana State University, 1-29.
- Çabuk, A. ve Akdeniz, F., 2007. İçilişki ve genelleştirilmiş maksimum entropi tahmin edicileri, Journal of Statistical Research, 5(2), 1-19. Efron, B. (1979). Bootstrap methods: another look at the jacknife. The Annals of Statistics, 7(1), 1-26. Golan, A., Judge, G., & Miller, D. (1996). Maximum entropy econometrics: robust estimation with limited data. John Wiley & Sons, New York, USA.
- Hoerl, A. E., & Kennard, R. W. (1970). Ridge regression: biased estimation for nonorthogonal problems. Technometrics, 12(1), 55-67.
- Hoerl, A. E., Kennard, R.W., & Baldwin, K. F. (1975). Ridge regression: some simulation. Communication in Statistics, 4, 105-123.
- Jaynes, E. T. (1957). Information theory and statistical mechanics II. Physics Rewiev, 108(2), 171-190.
- Lawless, J. F., & Wang, P. (1976). A simulation study of ridge and other regression estimators. Communications in Statistics-Theory and Methods, 14, 1589-1604.
- Pukelsheim, F. (1994). The three sigma rule. The American Statistician, 48(2), 88-91.
- Ramanathan, R. (2002). Introductory Econometrics With Applications. Fifth Edition, Harcourt College Publishers. Shannon, C. E. (1948). A Mathematical Theory of Communication. The Bell System Technical Journal, 27(3), 379-423.
- Vazquez, J. M., Panudulkitti, P., & Timofeev, A. (2009). Urbanization and the poverty level. International Studies Program Working Paper 9-14 (updated), Georgia State University.
Year 2017,
Volume: 26 Issue: 3, 13 - 25, 21.10.2017
Abstract
References
- Akdeniz, F., Çabuk, A. ve Güler, H., 2011. Generalized Maximum Entropy Estimators: Applications to the Portland Cement Dataset. The Open Statistics and Probability Journal, 3, 13-20 Belsley, D. A., Kuh, E., & Welsch, R. E., 1980. Regression diagnostics, New York, Wiley.
- Campbell, R. C., & Hill, C. R. (2001). Maximum Entropy Estimation in Economic Models with Linear Inequality Restrictions. Deparmental Working Papers. Department of Economics, Lousiana State University, 1-29.
- Çabuk, A. ve Akdeniz, F., 2007. İçilişki ve genelleştirilmiş maksimum entropi tahmin edicileri, Journal of Statistical Research, 5(2), 1-19. Efron, B. (1979). Bootstrap methods: another look at the jacknife. The Annals of Statistics, 7(1), 1-26. Golan, A., Judge, G., & Miller, D. (1996). Maximum entropy econometrics: robust estimation with limited data. John Wiley & Sons, New York, USA.
- Hoerl, A. E., & Kennard, R. W. (1970). Ridge regression: biased estimation for nonorthogonal problems. Technometrics, 12(1), 55-67.
- Hoerl, A. E., Kennard, R.W., & Baldwin, K. F. (1975). Ridge regression: some simulation. Communication in Statistics, 4, 105-123.
- Jaynes, E. T. (1957). Information theory and statistical mechanics II. Physics Rewiev, 108(2), 171-190.
- Lawless, J. F., & Wang, P. (1976). A simulation study of ridge and other regression estimators. Communications in Statistics-Theory and Methods, 14, 1589-1604.
- Pukelsheim, F. (1994). The three sigma rule. The American Statistician, 48(2), 88-91.
- Ramanathan, R. (2002). Introductory Econometrics With Applications. Fifth Edition, Harcourt College Publishers. Shannon, C. E. (1948). A Mathematical Theory of Communication. The Bell System Technical Journal, 27(3), 379-423.
- Vazquez, J. M., Panudulkitti, P., & Timofeev, A. (2009). Urbanization and the poverty level. International Studies Program Working Paper 9-14 (updated), Georgia State University.
There are 10 citations in total.
Details
| Journal Section | Makaleler |
|---|---|
| Authors | |
| Publication Date | October 21, 2017 |
| Submission Date | November 29, 2017 |
| Published in Issue | Year 2017 Volume: 26 Issue: 3 |
