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BİREYSEL EMEKLİLİK FONLARININ SCHEFFE, RIDGE VE ÇOKLU REGRESYON MODELLERİ İLE İNCELENMESİ

Year 2007, , 305 - 317, 10.01.2007
https://doi.org/10.14783/maruoneri.689539

Abstract

Günümüzde bileşenlerin miktarlarına bağlı olan bağımsız değişkenli denemeler ve karışımı oluşturan bileşenlerin miktarlarına bağlı olmaksızın, oranlarına bağlı olan karma denemeler yaygın olarak kullanılmaktadır. 1958 yılında Scheffe’nin ortaya çıkardığı karma denemeler tıp, kimya, gıda gibi bir çok alana uygulanmıştır. Farklı bir uygulama olarak bireysel emeklilik fonları, içerikleri çeşitli yatırım araçlarının belirli oranlarda kullanılması ile oluştuğundan Scheffe karma denemeleri için uygun yapılar oluşturmaktadır. Bu çalışmada, bireysel emeklilik fonlarını oluşturan yatırını araçları bileşenlerinin bağıl oranları kullanılarak Scheffe karma denemeler yöntemi ile fonların yatırım araçlarına bağlılığının modellenmesi yapılmış ve üç farklı fon için durum incelenmiştir. Her modele Ridge ve çoklu regresyon uygulanarak sonuçlar değerlendirilmiştir.

References

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  • [2] Cornell, J.A. (1990). Experiments With Mixtures. 2nd Ed. New York: John Wiley & Sons.
  • [3] Draper, N.R. & Pulkelsheim, F. (2002). Generaized Ridge Analysis Under Linear Restrictions with particular Applications to Mixture Experiments Problems. Technometrics, 44(3), 250-258. (www.math.uni-augsburg.de/stochastik/pukelsheim/2002a.pdf) [07.04.2005].
  • [4] Scheffe, H. (1958). Experiments with Mixtures. Journal of The Royal Statistical Society. Series B, 20(2), 344-360.
  • [5] Crosier, B.R. (1984). Mixture Experiments: Geometry and Pseudocomponents. Technometrics, 26(3), 209-216.
  • [6] Steiner, S.H. & Hamada, M. (1997). Making Mixture Robust to Noise Factors and Mixing Measurement Errors. Journal of Quality Technology, 29(4), 441-450, (www.stats.uwaterloo.ca/~shsteine/papers/mix.pdf). [07.04.2005].
  • [7] Piepel, G.F. (1983). Defıning Consistent Regions in Mixture Experiments. Technometrics, 25(1), 97-101.
  • [8] Ciaringbold, P.J. (1955). Use of the Simplex Design in the Study of the Join Action of Related Hormones. Biometrics, 11(2), 174-185.
  • [9] Gorman, J.W. (1970). Fitting Equations to Mixture Data With Restraints on Compositions. Journal of Quality Technology, 2(4), 186-194.
  • [10] Marquart, D.W. (1970). Generalized Inverses Ridge Regression Biased Linear Estimation and Nonlinear Estimation. Technometrics, 12(3), 591-612.
  • [11] Orhunbilge, N. (1996). Uygulamalı Regresyon ve Korelasyon Analizi. İ.Ü. İşletme Fakültesi Yayın No: 267, İstanbul: İ. Ü. İşletme Fakültesi İşletme İktisadı Yayın No: 159.
  • [12] Myers, R.H. (1990). Classical and Modern Regression with Applications. 2nd Ed. Boston: PWS Kent.
  • [13] Freund, R.J. & Littell, R.C. (1986). SAS System Linear Regression. (Ed.: Cary, N.C.). USA: SAS Institute Inc.
  • [14] Petraitis, P.S. (1996). How can we compare the importance of ecological processes if we never ask, ’Compared to what?' Issues and Perspectives in Experimental Ecology (Eds.: Resitarits, W. & Bernardo, J.). New York: Oxford University Press.
  • [15] Draper, N.R. & Smith, H. (1981). Applied Regression Analysis. New York: John Wiley & Sons, Inc.
  • [16] Freund, R.P. & Minton, P.D. (1979). Regression Methods: A Tool for Data Analysis. New York: Marcel Dekker, Inc.
  • [17] Wetherill, G.B.; Duncombe, P.; Kollerstrom, J.; Kenward, M.; Paul, S.R. & Vowden, B.J. (1986). Regression Analysis with Applications. London: Chapman and Hail.
  • [18] Berry, W.D. & Feldman, S. (1985). Multiple Regression in Practice. Beverly Hills: Sage Publications.
  • [19] Laviolette, M. (1994). Linear regression: The Computer as a teaching tool. Journal of Statistical Education, 2(2),(http://www.amstat.org/publications/jse/v2n2/laviolette.html). [13.02.2005].
  • [20] Hoerl, A.E. (1959). Optimum Solution of Many Variables Equations. Chemical Engineering Progress, 55(11), 69-78.
  • [21] Hoerl, A.E. (1962). Applications of Ridge Analysis to Regression Problems. Chemical Engineering Progress. 58(3), 54-59.
  • [22] Hoerl, A.E. (1964). Ridge Analysis. Chemical Engineering Progress Symposium Series, 60(1), 67-77.
  • [23] Hoerl, R.W. (1985). Ridge Analysis 25 Years Later, The American Statisticia, 39(3), 186-192. (http://www.stat.ncsu.edu/info/jse/homepage.html). [07.04.2005],
  • [24] Draper, N.R. (1963). Ridge Analysis of Response Surfaces. Technometrics, 5(3), 469-479.
  • [25] Myers, R.H., & Carter, W.H.Jr. (1973). Response Surface Techniques for Dual Response Systems. Technometrics. 15(2), 301-317.
Year 2007, , 305 - 317, 10.01.2007
https://doi.org/10.14783/maruoneri.689539

Abstract

References

  • [1] Juran, J.M. & Gryna, F.M. (1981). Planning and Analysis of Quality. 2nd Ed. New York: McGraw-Hill.
  • [2] Cornell, J.A. (1990). Experiments With Mixtures. 2nd Ed. New York: John Wiley & Sons.
  • [3] Draper, N.R. & Pulkelsheim, F. (2002). Generaized Ridge Analysis Under Linear Restrictions with particular Applications to Mixture Experiments Problems. Technometrics, 44(3), 250-258. (www.math.uni-augsburg.de/stochastik/pukelsheim/2002a.pdf) [07.04.2005].
  • [4] Scheffe, H. (1958). Experiments with Mixtures. Journal of The Royal Statistical Society. Series B, 20(2), 344-360.
  • [5] Crosier, B.R. (1984). Mixture Experiments: Geometry and Pseudocomponents. Technometrics, 26(3), 209-216.
  • [6] Steiner, S.H. & Hamada, M. (1997). Making Mixture Robust to Noise Factors and Mixing Measurement Errors. Journal of Quality Technology, 29(4), 441-450, (www.stats.uwaterloo.ca/~shsteine/papers/mix.pdf). [07.04.2005].
  • [7] Piepel, G.F. (1983). Defıning Consistent Regions in Mixture Experiments. Technometrics, 25(1), 97-101.
  • [8] Ciaringbold, P.J. (1955). Use of the Simplex Design in the Study of the Join Action of Related Hormones. Biometrics, 11(2), 174-185.
  • [9] Gorman, J.W. (1970). Fitting Equations to Mixture Data With Restraints on Compositions. Journal of Quality Technology, 2(4), 186-194.
  • [10] Marquart, D.W. (1970). Generalized Inverses Ridge Regression Biased Linear Estimation and Nonlinear Estimation. Technometrics, 12(3), 591-612.
  • [11] Orhunbilge, N. (1996). Uygulamalı Regresyon ve Korelasyon Analizi. İ.Ü. İşletme Fakültesi Yayın No: 267, İstanbul: İ. Ü. İşletme Fakültesi İşletme İktisadı Yayın No: 159.
  • [12] Myers, R.H. (1990). Classical and Modern Regression with Applications. 2nd Ed. Boston: PWS Kent.
  • [13] Freund, R.J. & Littell, R.C. (1986). SAS System Linear Regression. (Ed.: Cary, N.C.). USA: SAS Institute Inc.
  • [14] Petraitis, P.S. (1996). How can we compare the importance of ecological processes if we never ask, ’Compared to what?' Issues and Perspectives in Experimental Ecology (Eds.: Resitarits, W. & Bernardo, J.). New York: Oxford University Press.
  • [15] Draper, N.R. & Smith, H. (1981). Applied Regression Analysis. New York: John Wiley & Sons, Inc.
  • [16] Freund, R.P. & Minton, P.D. (1979). Regression Methods: A Tool for Data Analysis. New York: Marcel Dekker, Inc.
  • [17] Wetherill, G.B.; Duncombe, P.; Kollerstrom, J.; Kenward, M.; Paul, S.R. & Vowden, B.J. (1986). Regression Analysis with Applications. London: Chapman and Hail.
  • [18] Berry, W.D. & Feldman, S. (1985). Multiple Regression in Practice. Beverly Hills: Sage Publications.
  • [19] Laviolette, M. (1994). Linear regression: The Computer as a teaching tool. Journal of Statistical Education, 2(2),(http://www.amstat.org/publications/jse/v2n2/laviolette.html). [13.02.2005].
  • [20] Hoerl, A.E. (1959). Optimum Solution of Many Variables Equations. Chemical Engineering Progress, 55(11), 69-78.
  • [21] Hoerl, A.E. (1962). Applications of Ridge Analysis to Regression Problems. Chemical Engineering Progress. 58(3), 54-59.
  • [22] Hoerl, A.E. (1964). Ridge Analysis. Chemical Engineering Progress Symposium Series, 60(1), 67-77.
  • [23] Hoerl, R.W. (1985). Ridge Analysis 25 Years Later, The American Statisticia, 39(3), 186-192. (http://www.stat.ncsu.edu/info/jse/homepage.html). [07.04.2005],
  • [24] Draper, N.R. (1963). Ridge Analysis of Response Surfaces. Technometrics, 5(3), 469-479.
  • [25] Myers, R.H., & Carter, W.H.Jr. (1973). Response Surface Techniques for Dual Response Systems. Technometrics. 15(2), 301-317.
There are 25 citations in total.

Details

Primary Language Turkish
Journal Section Eski Sayılar
Authors

Nursel Selver Rüzgar This is me

Publication Date January 10, 2007
Published in Issue Year 2007

Cite

APA Rüzgar, N. S. (2007). BİREYSEL EMEKLİLİK FONLARININ SCHEFFE, RIDGE VE ÇOKLU REGRESYON MODELLERİ İLE İNCELENMESİ. Öneri Dergisi, 7(27), 305-317. https://doi.org/10.14783/maruoneri.689539

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