RİDGE REGRESYONDA M TAHMİN EDİCİLERİNİN KULLANIMI ÜZERİNE BİR UYGULAMA

Yıl 2011, Cilt: 26 Sayı: 1, - 2, 25.06.2011

HATİCE Şamkar ÖZLEM Alpu EKREM Altan

Öz

Bu çalışmada y yönündeki aykırı değerlerin ve çoklu doğrusal bağıntı probleminin varlığında, M tahmin edicilerine dayalı sağlam ridge regresyon analizi ele alınmıştır. Bunun için Türkiye’deki turizm verileri üzerine bir uygulama gerçekleştirilmiş ve M tahmin edicilerine dayalı ridge regresyonun y yönündeki aykırı değerlere karşı sıradan ridge regresyondan daha az duyarlı olduğu gösterilmiştir.

Anahtar Kelimeler

M Tahmin Metodu, Ridge Regresyon, Çoklu Bağıntı, Aykırı değer

AN APPLICATION OF RIDGE REGRESSION ON M ESTIMATORS

Öz

In this study, we examine robust ridge regression analysis based on Huber M type estimators in the presence of multicollinearity and outlier in y direction. To this aim, we apply the analysis on tourism data in Turkey. It has shown that ridge regression based on M estimators is less sensitive than ordinary ridge regression in the presence of outlier in the y direction.

Anahtar Kelimeler

M estimation, Ridge Regression, Multicollinearity, Outlier

Kaynakça

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