Öz

The problem of multicollinearity in multiple linear regression analysis gives unreliable estimates for regression parameters with least squares methods. In addition, outliers in data set cause to lose characteristics of best, unbiased, consistent of least squares estimation. In the presence of multicollinearity and outliers in the data set, it is suggested using biased methods based on robust estimators. In this study, for the data set including outliers both x and y directed, ridge regression analysis based on some robust techniques (M, Least Trimmed Sums of Squares, Least Median of Squares, S and Generalized M ) is applied and the results are considered as comparatively.

Anahtar Kelimeler

• Robust regression, ridge regression, outlier, multicollinearity

SAĞLAM RİDGE REGRESYON ANALİZİ VE BİR UYGULAMA

Öz

Çoklu regresyon analizinde doğrusal bağıntı problemi En Küçük Kareler(EKK) tekniğiyle regresyon parametrelerinin tahmininde güvenilir olmayan sonuçlar verir. Diğer taraftan veri kümesinin aykırı değerler içermesi EKK tahmin edicisinin en iyi, yansız, tutarlı olma özelliğini yitirmesine neden olur. Bu iki problemin aynı veri kümesinde yer alması durumunda sağlam tahmin ediciler üzerinde temellenen yanlı teknikler kullanılması önerilir. Bu çalışmada hem x hem de y yönünde aykırı değer içeren bir veri kümesi için sağlam tahmin edicilerden M, En Küçük Kırpılmış Kareler, En Küçük Medyan Kareler, S ve Genelleştirilmiş M üzerinde temellenen ridge regresyon analizi üzerinde durulmuş ve karşılaştırmalı olarak sonuçları incelenmiştir.

Anahtar Kelimeler

• Sağlam Regresyon, Ridge Regresyon, Aykırı değer, Çoklu Bağıntı

Kaynakça

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