In multiple regression analysis, the independent variables should be
uncorrelated within each other. If they are highly intercorrelated, this
serious problem is called multicollinearity. There are several methods
to get rid of this problem and one of the most famous one is the ridge
regression. In this paper, we will propose some modified ridge parameters. We will compare our estimators with some estimators proposed
earlier according to mean squared error (MSE) criterion. All results
are calculated by a Monte Carlo simulation. According to simulation
study, our estimators perform better than the others in most of the
situations in the sense of MSE.
Asar, Y., Karaibrahimoğlu, A., & Genç, A. (2014). Modified ridge regression parameters: A comparative Monte Carlo study. Hacettepe Journal of Mathematics and Statistics, 43(5), 827-841.
AMA
Asar Y, Karaibrahimoğlu A, Genç A. Modified ridge regression parameters: A comparative Monte Carlo study. Hacettepe Journal of Mathematics and Statistics. October 2014;43(5):827-841.
Chicago
Asar, Yasin, Adnan Karaibrahimoğlu, and Aşır Genç. “Modified Ridge Regression Parameters: A Comparative Monte Carlo Study”. Hacettepe Journal of Mathematics and Statistics 43, no. 5 (October 2014): 827-41.
EndNote
Asar Y, Karaibrahimoğlu A, Genç A (October 1, 2014) Modified ridge regression parameters: A comparative Monte Carlo study. Hacettepe Journal of Mathematics and Statistics 43 5 827–841.
IEEE
Y. Asar, A. Karaibrahimoğlu, and A. Genç, “Modified ridge regression parameters: A comparative Monte Carlo study”, Hacettepe Journal of Mathematics and Statistics, vol. 43, no. 5, pp. 827–841, 2014.
ISNAD
Asar, Yasin et al. “Modified Ridge Regression Parameters: A Comparative Monte Carlo Study”. Hacettepe Journal of Mathematics and Statistics 43/5 (October 2014), 827-841.
JAMA
Asar Y, Karaibrahimoğlu A, Genç A. Modified ridge regression parameters: A comparative Monte Carlo study. Hacettepe Journal of Mathematics and Statistics. 2014;43:827–841.
MLA
Asar, Yasin et al. “Modified Ridge Regression Parameters: A Comparative Monte Carlo Study”. Hacettepe Journal of Mathematics and Statistics, vol. 43, no. 5, 2014, pp. 827-41.
Vancouver
Asar Y, Karaibrahimoğlu A, Genç A. Modified ridge regression parameters: A comparative Monte Carlo study. Hacettepe Journal of Mathematics and Statistics. 2014;43(5):827-41.